h: Quintic spline function

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Quintic spline function

Description

Quintic spline over an interval [x0, x1]. It is such that:

• h(x0) == y0

• h(x1) == y1

• h’(x0) == s0

• h’(x1) == s1

• h’’(x0) == a0

• h’’(x1) == a1

Usage

h(x, x0, x1, y0, y1, s0, s1, a0, a1)

Arguments

x	A number between x0 and x1, at which the spline is evaluated.
x0	Lower bound of the interval.
x1	Upper bound of the interval.
y0	Value of the spline at x0.
y1	Value of the spline at x1.
s0	Slope of the spline at x0.
s1	Slope of the spline at x1.
a0	Second derivative of the spline at x0.
a1	Second derivative of the spline at x1.

Value

The value of the interpolation at x.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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