cns_one_point: Monotonicity constraints with one additional point

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Monotonicity constraints with one additional point

Description

Set of constraints which must all be negative to ensure an increasing quantile function, when adding one additional point to a spline.

Usage

cns_one_point(x0, x1, y0, y1, s0, s1, a0, a1, x_new, y_new, s_new, a_new)

Arguments

x0	Lower bound of the interval.
x1	Upper bound of the interval.
y0	Value of the first spline at x0.
y1	Value of the first spline at x1.
s0	Slope of the first spline at x0.
s1	Slope of the first spline at x1.
a0	Second derivative of the first spline at x0.
a1	Second derivative of the first spline at x1.
x_new	The position of the additional point.
y_new	The value of the second spline at the additional point.
s_new	The slope of the second spline at the additional point.
a_new	The second derivative of the second spline at the additional point.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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