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.

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.

To install this package and its dependencies, open the Julia REPL and run

julia> ]add NoiseRobustDifferentiation

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.