cns_two_points: Monotonicity constraints with two additional points
In thomasblanchet/gpinter: Generalized Pareto Interpolation

cns_two_points

R Documentation

Monotonicity constraints with two additional points

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

cns_two_points(
  x0,
  x1,
  y0,
  y1,
  s0,
  s1,
  a0,
  a1,
  x_new1,
  y_new1,
  s_new1,
  a_new1,
  x_new2,
  y_new2,
  s_new2,
  a_new2
)

`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_new1`	The position of the first additional point.
`y_new1`	The value of the second spline at the first additional point.
`s_new1`	The slope of the second spline at the first additional point.
`a_new1`	The second derivative of the second spline at the first additional point.
`x_new2`	The position of the second additional point.
`y_new2`	The value of the second spline at the second additional point.
`s_new2`	The slope of the second spline at the second additional point.
`a_new2`	The second derivative of the second spline at the second additional point.