Description Usage Arguments Value Author(s) References Examples
Interpolates linearly a function given at equally spaced points on the interval [minS,maxS].
1 | interpol1d(x,F0,minS,maxS)
|
x |
Point at which the function is interpolated. |
minS |
Minimum value of the grid. |
maxS |
Maximum value of the grid. |
F0 |
Value of the function at m equally spaced points on the grid. |
interpol |
Linear interpolation of the function at point x. |
Bruno Remillard
Chapter 3 of 'Statistical Methods for Financial Engineering, B. Remillard, CRC Press, (2013).
1 2 3 4 5 | F0 = c(1:10)
minS = 1;
maxS = 10;
out = interpol1d(2.45,F0,1,10)
out #since the function is the identity, the answer should be 2.45!
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