add_one_point: Add one point in order to satisfy monotonicity constraint

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Add one point in order to satisfy monotonicity constraint

Description

Add an additional point to a spline to ensure monotonicity of the quantile function.

Usage

add_one_point(x0, x1, y0, y1, s0, s1, a0, a1)

Arguments

x0	Lower bound of the interval.
x1	Upper bound of the interval.
y0	Value of the spline at x0.
y1	Value of the spline at x1.
s0	Slope of the spline at x0.
s1	Slope of the spline at x1.
a0	Second derivative of the spline at x0.
a1	Second derivative of the spline at x1.

Value

A list with four components:

x_new

The position of the new point.

y_new

The value of the spline at the new point.

s_new

The slope of the spline at the new point.

a_new

The second derivative of the spline at the new point.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

thomasblanchet/gpinter documentation built on Aug. 27, 2024, 3:11 p.m.