NoiseRobustDifferentiation.jl
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Julia reimplementation of Total Variation Regularized Numerical Differentiation (TVDiff).
Based on Rick Chartrand's original Matlab code and Simone Sturniolo's Python reimplementation.
Examples
This package exports a single function tvdiff.
It works on noisy data without suppressing jump discontinuities:
and also on large datasets:
More examples can be found in the documentation.
Installation
To install this package and its dependencies, open the Julia REPL and run
julia> ]add NoiseRobustDifferentiationCitation
Please cite the following paper if you use this code in published work:
Rick Chartrand, "Numerical differentiation of noisy, nonsmooth data," ISRN Applied Mathematics, Vol. 2011, Article ID 164564, 2011.