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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