Total Variation Regularized Numerical Differentiation
Author adrhill
5 Stars
Updated Last
1 Year Ago
Started In
October 2020


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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.


TVRegDiff works on noisy data without suppressing jump discontinuities

TVRegDiff also works 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

Julia 1.5 is required.


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.

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