cns_two_points: Monotonicity constraints with two additional points

View source: R/monotonicity-contraints.R

cns_two_pointsR Documentation

Monotonicity constraints with two additional points

Description

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

Usage

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
)

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_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.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


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