add_two_points: Add two points in order to satisfy monotonicity constraint

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Add two points in order to satisfy monotonicity constraint

Description

Add two additional points to a spline to ensure monotonicity of the quantile function.

Usage

add_two_points(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 eight components:

x_new1

The position of the first new point.

y_new1

The value of the spline at x_new1.

s_new1

The slope of the spline at x_new1.

a_new1

The second derivative of the spline at x_new1.

x_new2

The position of the second new point.

y_new2

The value of the spline at x_new2.

s_new2

The slope of the spline at x_new2.

a_new2

The second derivative of the spline at x_new2.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.