NoiseRobustDifferentiation.jl
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Julia reimplementation of Total Variation Regularized Numerical Differentiation (TVRegDiff).
Based on Rick Chartrand's original Matlab code and Simone Sturniolo's Python reimplementation.
Examples
TVRegDiff works on noisy data without suppressing jump discontinuities
TVRegDiff also works 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 NoiseRobustDifferentiationJulia 1.5 is required.
Citation
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.