deriv_cubic_spline: First derivative of the cubic spline function

In thomasblanchet/gpinter: Generalized Pareto Interpolation

First derivative of the cubic spline function

Description

First derivative of the quintic spline interpolation function over several intervals.

Usage

deriv_cubic_spline(x, xk, yk, sk)

Arguments

x	A vector of values between min(xk) and max(xk), at which the function is evaluated.
xk	A vector of interpolation points.
yk	A vector of values at each interpolation point.
sk	A vector of slopes at each interpolation point.

Value

The values of the first derivative of the interpolation function at each point x.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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