clamped2_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 first derivative clamped at the first point and second derivative clamped at the last

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 (except the first, for which only the second derivative is estimated) by ensuring that the third and fourth derivatives are continuous at each knot, and equal to zero at the first and the last point.

Usage

clamped2_quintic_spline_noderiv(xk, yk, s1, an)

Arguments

xk	A vector of interpolation points.
yk	A vector of values at each interpolation point.
s1	The value of the first derivative at the first 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.