clamped1_quintic_spline_noderiv: Estimate natural quintic spline with unknown first...

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Estimate natural quintic spline with unknown first derivatives with second derivative clamped at the last point

Description

Estimate a natural quintic spline from known values of the function and the value of the first derivative at the first knot. That is, it estimates the first and second derivatives at each point by ensuring that the third and fourth derivatives are continuous at each knot.

Usage

clamped1_quintic_spline_noderiv(xk, yk, an)

Arguments

xk	A vector of interpolation points.
yk	A vector of values at each interpolation point.
an	The value of the second derivative at the last point.

Value

A list with two components:

• sk A vector of first derivatives at each point.

• ak A vector of second derivatives at each point.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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