clamped_quintic_spline: Estimate a quintic spline known first derivatives with second...

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Estimate a quintic spline known first derivatives with second derivative clamped at the last point

Description

Estimate a natural quintic spline from known values of the function and its derivatives: that is, estimate the second derivative of the spline at each knot to ensure a continuous third derivative and a zero third derivative at the extremities.

Usage

clamped_quintic_spline(xk, yk, sk, an)

Arguments

xk	A vector of interpolation points.
yk	A vector of values at each interpolation point.
sk	A vector of slopes at each interpolation point.
an	Second derivative at the last knot.

Value

The vector ak of second derivatives at each knot.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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