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RootsExtremaInflections Demo

Presentation · May 2017

DOI: 10.13140/RG.2.2.13376.53765

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Demetris Christopoulos
National and Kapodistrian University of Athens
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 RootsExtremaInflections Demo
Demetris T. Christopoulos
email dchristop@econ.uoa.gr
May 26, 2017

Load package with its dependencies and some available data:

library(RootsExtremaInflections)
data(xydat)

Extract x and y variables:

x=xydat$x;y=xydat$y

Find root, plot results, print Taylor coefficients and rho estimation for a single root:

b<-rootxi(x,y,1,length(x),5,5,plots=TRUE);b$an;b$froot;

## 2.5 % 97.5 % an
## a0 -0.4042465 -0.2625694 -0.3334079
## a1 35.6234510 36.8668363 36.2451436
## a2 8.2921797 17.8057689 13.0489743
## a3 -158.4665008 -136.7277559 -147.5971284
## a4 -95.9817375 11.4260406 -42.2778484
## a5 31.0401819 220.5978720 125.8190270
## [1] 38.0000000 0.6043344

Let’s proceed now to multiple root finding by creating proper data:

f=function(x){3*cos(x-5)};xa=0.;xb=9;
set.seed(12345);x=sort(runif(101,xa,xb));r=0.1;
y=f(x)+2*r*(runif(length(x))-0.5);
plot(x,y,pch=19,cex=0.2,col='blue');abline(h=0)

The first root is

b1<-rootxi(x,y,1,20,5,5,plots=TRUE);b1$an;b1$froot;

## 2.5 % 97.5 % an
## a0 -0.09380972 0.03295954 -0.03042509
## a1 -3.63025679 -2.89908741 -3.26467210
## a2 -0.90435090 0.80658742 -0.04888174
## a3 -1.27911360 6.88168053 2.80128346
## a4 -8.77763032 2.51983279 -3.12889877
## a5 -1.10798564 3.38419904 1.13810670
## [1] 5.0000000 0.3108189

Compare it with the actual ρ1 = 0.2876110196 The second root now is

1
 Data for [0.11,0.898]
Taylor Regression n = 5 , a = 5 % Plot of all available |α0|
7.738 Find root

7.661
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● data ●●
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● |α0|
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4.821

6.195
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4.73
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|α0|
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Taylor fit (5 ) ●
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y

● ●
−1.013

root

3.264
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1.799
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−6.848

0.333
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0.108

0.604

0.898

0.108

0.604

0.898
x ρ

Figure 1: Find Single Root

b2<-rootxi(x,y,20,50,5,5,plots=TRUE);b2$an;b2$froot;

## 2.5 % 97.5 % an
## a0 0.1483905 0.2377617 0.193076089
## a1 2.9024852 3.0936024 2.998043835
## a2 -0.2053120 0.2220390 0.008363525
## a3 -0.5845597 -0.3426017 -0.463580702
## a4 -0.2431038 0.1136244 -0.064739689
## a5 -0.0893246 0.0687848 -0.010269897
## [1] 19.000000 3.493296

You have to compare it with the actual value of ρ2 = 3.429203673. Finally the third root can be found
and is

b3<-rootxi(x,y,50,90,5,5,plots=TRUE);b3$an;b3$froot;

## 2.5 % 97.5 % an
## a0 -0.002269152 0.058784414 0.0282576308
## a1 -3.090980046 -2.938875341 -3.0149276930
## a2 -0.089893659 0.075094637 -0.0073995112
## a3 0.403040978 0.591836654 0.4974388159
## a4 -0.035442477 0.037165754 0.0008616385
## a5 -0.048414145 0.005815106 -0.0212995192
## [1] 23.000000 6.567948

Just compare it with the actual value of ρ3 = 6.570796327

2
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0 2 4 6 8

Figure 2: Three Roots

Data for [0.01,1.611]

Taylor Regression n = 5 , a = 5 % Plot of all available |α0|
Find root
0.845

2.913

● ●
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0.097

2.337

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1.76

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|α0|

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Taylor fit (5 )
y

−1.400

root
1.184

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0.607

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−2.897

0.03

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0.010

0.311

1.611

0.010

0.311

1.611

x ρ

Figure 3: Find Multiple Roots (1)

3
 Data for [1.61,4.521]
Taylor Regression n = 5 , a = 5 % Plot of all available |α0|
Find root
2.728

2.996
● ●●
● data ●
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● |α0|

● ●
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1.567

2.435
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1.875
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|α0|
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Taylor fit (5 ) ●
y

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−0.755

root ●

1.314
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0.754
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−3.077

0.193
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1.611

3.493

4.521

1.611

3.493

4.521
x ρ

Figure 4: Find Multiple Roots (2)

Data for [4.52,8.137]

Taylor Regression n = 5 , a = 5 % Plot of all available |α0|
Find root
3.021

3.009

● ● ●
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● data ● |α0| ●
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1.811

2.413

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1.816

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|α0|

Taylor fit (5 ) ●
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y

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−0.608

root
1.22

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0.624

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−3.027

0.028

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4.521

6.568

8.137

4.521

6.568

8.137

x ρ

Figure 5: Find Multiple Roots (3)

4
 Now we continue to find extrema. Lets’s load available demo data

x=xydat$x;y=xydat$y

and find a single extreme point, plot results, print Taylor coefficients and rho estimation:

c<-extremexi(x,y,1,length(x),5,5,plots=TRUE);c$an;c$fextr;

## 2.5 % 97.5 % an
## a0 -6.778082 -6.6276938 -6.7028879
## a1 -1.611186 0.1275498 -0.7418182
## a2 85.152457 93.4939305 89.3231936
## a3 -11.389929 33.5321572 11.0711142
## a4 -318.711699 -136.0239437 -227.3678214
## a5 31.040182 220.5978720 125.8190270
## [1] 18.0000000 0.3101182

Data for [0.11,0.898]

Taylor Regression n = 5 , a = 5 % Plot of all available |α1|
Find extreme

36.626
7.738

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4.821

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22.272

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|α1|

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Taylor fit (5 ) ●
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y

●
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−1.013

extreme ● ●
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7.919

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−6.848

0.742

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0.108

0.310

0.898

0.108

0.310

0.898

x ρ

Figure 6: Single Extreme

Now we find multiple extrema, after creating proper data:

f=function(x){3*cos(x-5)};xa=0.;xb=9;
set.seed(12345);x=sort(runif(101,xa,xb));
r=0.1;y=f(x)+2*r*(runif(length(x))-0.5);
plot(x,y,pch=19,cex=0.2,col='blue');

The first extreme point is

5
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0 2 4 6 8

Figure 7: Three Extrema

c1<-extremexi(x,y,1,40,5,5,plots=TRUE);c1$an;c1$fextr;

## 2.5 % 97.5 % an
## a0 -3.02708631 -2.94592364 -2.986504975
## a1 0.07660314 0.24706531 0.161834227
## a2 1.42127770 1.58580632 1.503542012
## a3 -0.09037154 0.10377241 0.006700434
## a4 -0.14788899 -0.08719428 -0.117541632
## a5 -0.03822416 0.01425066 -0.011986748
## [1] 22.000000 1.917229

Compare it with the actual ρ1 = 1.858407346

The second extreme point is

c2<-extremexi(x,y,50,80,5,5,plots=TRUE);c2$an;c2$fextr;

## 2.5 % 97.5 % an
## a0 2.89779980 3.064703163 2.9812515
## a1 0.27288720 0.541496278 0.4071917
## a2 -1.81454401 -0.677932480 -1.2462382
## a3 -1.76290384 0.216201349 -0.7733512
## a4 0.02548354 1.269671304 0.6475774
## a5 -0.25156866 0.007565154 -0.1220018
## [1] 7.000000 4.896521

Compare now the real value of ρ2 = 5.0

Finally the third extreme point is

6
 Data for [0.01,3.521]
Taylor Regression n = 5 , a = 5 % Plot of all available |α1|
0.845 Find extreme

3.082
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0.061

2.498
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1.914
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|α1|
Taylor fit (5 )
y

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−1.508

extreme
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1.33
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0.746
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0.162
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0.010

1.917

3.521

0.010

1.917

3.521
x ρ

Figure 8: Find Multiple Extreme (1)

c3<-extremexi(x,y,80,length(x),5,5,plots=TRUE);c3$an;c3$fextr;

## 2.5 % 97.5 % an
## a0 -3.0637461 -2.9218614 -2.9928037
## a1 -0.2381605 0.2615635 0.0117015
## a2 0.7860259 2.0105383 1.3982821
## a3 -1.4187417 0.7472155 -0.3357631
## a4 -0.7943208 1.0876143 0.1466468
## a5 -0.6677733 1.7628833 0.5475550
## [1] 11.000000 8.137392

Keep in mind that the actual value is ρ3 = 8.141592654

7
 Data for [4.52,7.124]
Taylor Regression n = 5 , a = 5 % Plot of all available |α1|
Find extreme
3.021

3.045
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● data ● |α1| ●
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2.088

2.518
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1.155

1.99
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|α1|
Taylor fit (5 ) ●
y

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extreme ● ●
0.222

1.462
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0.935
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0.407
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4.521

4.897

7.124

4.521

4.897

7.124
x ρ

Figure 9: Find Multiple Extreme (2)

Data for [7.12,8.908]

Taylor Regression n = 5 , a = 5 % Plot of all available |α1|
Find extreme
2.8

●● ●
● data ● |α1|
●
−1.907

2.242

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1.685

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|α1|

Taylor fit (5 ) ●
y

●
−2.467

extreme
1.127

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0.569

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−3.027

0.012

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7.124

8.137

8.908

7.124

8.137

8.908

x ρ

Figure 10: Find Multiple Extreme (3)

8
 Finally we are going to find inflection points, first for available demo data

x=xydat$x;y=xydat$y

Find single inflection point, plot results, print Taylor coefficients and rho estimation:

d<-inflexi(x,y,1,length(x),5,5,plots=TRUE);d$an;d$finfl;

## 2.5 % 97.5 % an
## a0 0.6464691 0.784573 0.7155210
## a1 35.9261150 37.325631 36.6258731
## a2 -4.7633889 5.050487 0.1435489
## a3 -162.2798131 -140.556443 -151.4181281
## a4 -90.7953845 42.399919 -24.1977330
## a5 31.0401819 220.597872 125.8190270
## [1] 41.0000000 0.6330743

Data for [0.11,0.9]

Taylor Regression n = 5 , a = 5 % Plot of all available |α2|
Find inflection
7.738

● ●
● data ●●
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● |α2| ●
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85.718

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4.821

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|α2|

Taylor fit (5 ) ●
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−1.013

inflection
42.931

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−6.848

0.144

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0.108

0.633

0.898

0.108

0.633

0.898

x ρ

Figure 11: Single Inflection

Find multiple inflection points for non equidistant noisy data:

f=function(x){3*cos(x-5)};xa=0.;xb=9;
set.seed(12345);x=sort(runif(101,xa,xb));
r=0.1;y=f(x)+2*r*(runif(length(x))-0.5);
plot(x,y,pch=19,cex=0.2,col='blue');

The first inflection point is

9
 3
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0 2 4 6 8

Figure 12: Two Inflection Points

d1<-inflexi(x,y,20,50,5,5,plots=TRUE);d1$an;d1$finfl;

## 2.5 % 97.5 % an
## a0 0.1483905 0.2377617 0.193076089
## a1 2.9024852 3.0936024 2.998043835
## a2 -0.2053120 0.2220390 0.008363525
## a3 -0.5845597 -0.3426017 -0.463580702
## a4 -0.2431038 0.1136244 -0.064739689
## a5 -0.0893246 0.0687848 -0.010269897
## [1] 19.000000 3.493296

Compare it with the actual ρ1 = 3.429203673.

The second inflection point is

d2<-inflexi(x,y,50,length(x),5,5,plots=TRUE);d2$an;d2$finfl;

## 2.5 % 97.5 % an
## a0 -0.000875677 0.057156356 0.0281403394
## a1 -3.058363342 -2.942026810 -3.0001950762
## a2 -0.056224101 0.044135857 -0.0060441222
## a3 0.433135897 0.528446241 0.4807910691
## a4 -0.011774733 0.012002414 0.0001138404
## a5 -0.026899286 -0.009520899 -0.0182100925
## [1] 23.000000 6.567948

You have to compare it with the actual value of ρ2 = 6.570796327

10
 Data for [1.61,4.52]
Taylor Regression n = 5 , a = 5 % Plot of all available |α2|
Find inflection
2.728

1.943
● ● ●
● data ●
●
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● |α2| ●

●
●●
1.567

1.556
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1.169
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|α2|
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Taylor fit (5 ) ●
y

●● ● ●
−0.755

inflection

0.782
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0.395
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−3.077

0.008
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1.611

3.493

4.521

1.611

3.493

4.521
x ρ

Figure 13: Find Multiple Inflections (1)

Data for [4.52,8.91]

Taylor Regression n = 5 , a = 5 % Plot of all available |α2|
Find inflection
3.021

1.565

● ● ●
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● data ● |α2| ● ●
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1.811

1.253

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0.941

● ●

●
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|α2|

Taylor fit (5 ) ●
●
y

● ●
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−0.608

inflection ●
0.629

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x ρ

Figure 14: Find Multiple Inflections (2)

11
 Now let’s find root, extrema and inflection point with a single command. Let’s create some data:

f=function(x){3*cos(x-5)+1.5};xa=1.;xb=5;
set.seed(12345);x=sort(runif(5001,xa,xb));
r=0.1;y=f(x)+2*r*(runif(length(x))-0.5);
plot(x,y,pch=19,cex=0.2,col='blue');abline(h=0)

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1 2 3 4 5

Since we have many points it is preferable to use parallel computing now:

a<-rootexinf(x,y,1,length(x),5,doparallel = TRUE);a$an0;a$an1;a$an2;a$frexinf;

## Available workers are 12

## Time difference of 12.78117 secs
## 2.5 % 97.5 % an0
## a0 -0.004165735 0.001838624 -0.001163555

12
## a1 2.588990973 2.600915136 2.594953055
## a2 0.731456294 0.741262772 0.736359533
## a3 -0.435591038 -0.423837041 -0.429714040
## a4 -0.052926049 -0.050039975 -0.051483012
## a5 0.017915715 0.020538155 0.019226935
## 2.5 % 97.5 % an1
## a0 -1.507117843 -1.500375848 -1.5037468451
## a1 -0.008343275 0.007916087 -0.0002135941
## a2 1.519432687 1.534103788 1.5267682378
## a3 -0.017663080 0.007780728 -0.0049411760
## a4 -0.159461025 -0.144303367 -0.1518821962
## a5 0.017915715 0.020538155 0.0192269354
## 2.5 % 97.5 % an2
## a0 1.503394727 1.509925166 1.5066599466
## a1 2.985374546 2.995259021 2.9903167834
## a2 -0.009041165 0.005898692 -0.0015712367
## a3 -0.489107253 -0.480579585 -0.4848434187
## a4 -0.003885327 0.002364758 -0.0007602842
## a5 0.017915715 0.020538155 0.0192269354
## index value
## root 2364 2.903791
## extreme 1057 1.859431
## inflection 3038 3.431413

You have to compare with the exact values root = 2.905604898, extreme = 1.858407346 and in f lection =
3.429203673.

13
 Data for [1,4.999]
Taylor Regression n = 5 , a = 5 % Plot of all available |α0|
Find root

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4.999
x ρ

Data for [1,4.999]

Taylor Regression n = 5 , a = 5 % Plot of all available |α1|
Find extreme

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1.002

1.801

2.600

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4.199

4.999

1.002

1.859

4.999
x ρ

Data for [1,4.999]

Taylor Regression n = 5 , a = 5 % Plot of all available |α2|
Find inflection

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|α2|

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Taylor fit (5 ) ●
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y

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0.879

0.879

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inflection ●
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−1.599

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1.002

1.801

2.600

3.400

4.199

4.999

1.002

3.431

4.999

x ρ

Figure 15: Find Root, Extreme and Inflection Point

14
 The demo has been created by using knitr.

Did you find package useful? If yes, then inform dchristop@econ.uoa.gr or dem.christop@gmail.com.

15

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