is_increasing: Check of monotonicity constraint

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Check of monotonicity constraint

Description

Check that a spline correspond to an increasing quantile function, first using the fast condition, then the slower one if necessary.

Usage

is_increasing(x0, x1, y0, y1, s0, s1, a0, a1, m = 10000)

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.
m	The number of evaluation points of the polynomial: the bigger, the slower and the tighter the bounds.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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