[SciPy-Dev] Differentiate function

[Per.Brodtkorb at ffi.no]

Maybe this addresses Robert's needs:

http://www.scholarpedia.org/article/Finite_difference_method#FD_formulas_in_higher-D

https://github.com/pbrod/numdifftools/blob/master/numdifftools/fornberg.py

Per A.

-----Original Message-----
From: SciPy-Dev [mailto:scipy-dev-bounces at scipy.org] On Behalf Of Jonathan Stickel
Sent: 10. november 2016 18:32
To: scipy-dev at scipy.org
Subject: Re: [SciPy-Dev] Differentiate function

On 11/10/16 01:19 , Thomas Haslwanter wrote:
> The current discussion lacks a reference to the existing 
> Savitzky-Golay filter 
> https://scipy.github.io/devdocs/generated/scipy.signal.savgol_filter.h
> tml which - to my understanding - should solves most of Robert's 
> problems.
>
> thomas
>


No, I don't think this addresses Robert's needs. That is simply a data smoother (and arguably inferior to other data-smoothing methods). 
Although it does have an option to provide a derivative, it presumes the data are equally spaced.


> On Thu, Nov 10, 2016 at 8:10 AM, Ralf Gommers <ralf.gommers at gmail.com 
> <mailto:ralf.gommers at gmail.com>> wrote:
>
>
>
>     On Wed, Nov 9, 2016 at 8:01 AM, Pauli Virtanen <pav at iki.fi
>     <mailto:pav at iki.fi>> wrote:
>
>         Mon, 07 Nov 2016 19:52:09 +0300, Evgeni Burovski kirjoitti:
>         > Note that `approx_derivative` implements several finite-difference
>         > schemes,
>
>         In addition, I'd remind of
>
>         https://pypi.python.org/pypi/Numdifftools
>         <https://pypi.python.org/pypi/Numdifftools>
>
>
>     And
>     https://github.com/scipy/scipy/wiki/Proposal:-add-finite-difference-numerical-derivatives-as-scipy.diff
>     
> <https://github.com/scipy/scipy/wiki/Proposal:-add-finite-difference-n
> umerical-derivatives-as-scipy.diff>
>
>     Ralf


These are tools for finite-differences of a known function. Robert (and
I) are interested in finite-differences of y vs. x vectors, whether obtained from experiment or as part of a higher-level numerical method.
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