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updated readme to reflect the fact kalman_smooth now does some Kalman generalizations
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README.md

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@@ -31,9 +31,11 @@ PyNumDiff is a Python package that implements various methods for computing nume
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3. basis function fit methods
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4. iterated finite differencing
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5. total variation regularization of a finite difference derivative
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6. Kalman (RTS) smoothing
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6. generalized Kalman smoothing
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7. local approximation with linear model
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For a full list, see `pynumdiff/__init__.py`, or explore modules in the [Sphinx documentation](https://pynumdiff.readthedocs.io/master/).
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Most of these methods have multiple parameters, so we take a principled approach and propose a multi-objective optimization framework for choosing parameters that minimize a loss function to balance the faithfulness and smoothness of the derivative estimate. For more details, refer to [this paper](https://doi.org/10.1109/ACCESS.2020.3034077).
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## Installing
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where `x` is data, `dt` is a step size, and various keyword arguments control the behavior. Some methods support variable step size, in which case the second parameter is renamed `_t` and can receive either a constant step size or an array of values to denote sample locations.
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You can provide the parameters:
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You can set the hyperparameters:
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```python
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from pynumdiff.submodule import method
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x_hat, dxdt_hat = method(x, dt, param1=val1, param2=val2, ...)
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```
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Or you can find parameter by calling the multi-objective optimization algorithm from the `optimize` module:
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Or you can find hyperparameter settings by calling the multi-objective optimization algorithm from the `optimize` module:
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```python
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from pynumdiff.optimize import optimize
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