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From SUJIT PAL <sujit....@comcast.net>
Subject Re: [math] Getting second derivative for discrete dataset
Date Fri, 30 Mar 2012 23:31:17 GMT
Thanks Luc, thanks for getting back so quickly, and will wait for your information tomorrow.

-sujit

On Mar 30, 2012, at 2:36 PM, Luc Maisonobe wrote:

> 
> 
> 
> SUJIT PAL <sujit.pal@comcast.net> a écrit :
> 
>> Hi,
>> 
>> I have a (newbie) question about how to go about solving the problem
>> below with commons-math.
>> 
>> 1) I have histogram data (equal x intervals) based off some
>> distribution.
>> 2) I need a way to calculate the second differential between two given
>> x points in the distribution.
>> 
>> Here is what I think I should do:
>> 1) Feed the (x,y) values represented by the top of each histogram entry
>> within my x-range into a UnivariateRealInterpolator between ranges
>> (x1,y1) and (x2,y2).
>> 2) The interpolate method gives me back a PolynomialSplineFunction
>> (call if psf).
>> 3) I get the second differential UnivariateRealFunction (call it urf)
>> by calling psf.getPolynomialSplineDerivative().derivative()
>> 4) I compute the second derivative value as the difference of
>> urf.value(x2) - urf.value(x1)
>> 
>> Does this sound like a reasonable/accurate approach? Any
>> suggestions/gotchas or pointers to better approaches?
> 
> No, this is not an approach I would recommend. A much more straightforward
> way to compute this derivative is to apply a dedicated finite differences formula
> on three consecutive points. I'll give ou such a formula tomorrow (I am on a mobile
> device right now and it is difficult to write a complète mail...)
> 
> Luc
> 
>> 
>> Thanks very much,
>> 
>> Sujit
>> 
>> 
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