Computing the First Order Derivative with Central DifferenceΒΆ

Causal Step

This step applies the Central Difference method to approximate the first order derivative of a function or a time series. Note that step size(s) are known a priori for a time series.

Input Parameters

  1. A function or a time series
  2. Step size(s)

Output Parameters

  1. First derivative of a function or a time series

Workflow

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Algorithm

Central Difference

References

      1. Burden and J. D. Faires, Numerical Analysis, Fifth Edition, PWS Publishing Co. Boston, MA, 1993.