Build a piecewise-quadratic envelope for a given function
1 | bound.quad(breaks, f, df, ddf.sup, anchors = breaks[1:(length(breaks) - 1)])
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breaks |
Breakpoints that define the start and end points of each interval over which a piecewise-quadratic function will be defined. |
f |
Value of f at the breakpoints. |
df |
Derivative of f evaluated at the start of each interval. |
ddf.sup |
Supremum of second derivative of f over each interval |
anchors |
Locations within the intervals (defined by |
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