schumaker: Schumaker Shape-Preserving Spline
Version 1.0

This is a shape preserving spline which is guaranteed to be monotonic and concave or convex if the data is monotonic and concave or convex. It does not use any optimisation and is therefore quick and smoothly converges to a fixed point in economic dynamics problems including value function iteration. It also automatically gives the first two derivatives of the spline and options for determining behaviour when evaluated outside the interpolation domain.

Package details

AuthorStuart Baumann [aut, cre], Margaryta Klymak[aut]
Date of publication2017-05-20 23:10:16 UTC
MaintainerStuart Baumann <[email protected]>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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schumaker documentation built on May 29, 2017, 7:52 p.m.