You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Copy file name to clipboardExpand all lines: README.md
+5-3Lines changed: 5 additions & 3 deletions
Display the source diff
Display the rich diff
Original file line number
Diff line number
Diff line change
@@ -31,9 +31,11 @@ PyNumDiff is a Python package that implements various methods for computing nume
31
31
3. basis function fit methods
32
32
4. iterated finite differencing
33
33
5. total variation regularization of a finite difference derivative
34
-
6.Kalman (RTS) smoothing
34
+
6.generalized Kalman smoothing
35
35
7. local approximation with linear model
36
36
37
+
For a full list, see `pynumdiff/__init__.py`, or explore modules in the [Sphinx documentation](https://pynumdiff.readthedocs.io/master/).
38
+
37
39
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).
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.
0 commit comments