is_increasing_fast: Fast check of monotonicity constraint

View source: R/monotonicity-contraints.R

is_increasing_fastR Documentation

Fast check of monotonicity constraint

Description

Check that a spline correspond to an increasing quantile function using a fast to compute (but slightly over-restrictive) set of sufficient conditions.

Usage

is_increasing_fast(x0, x1, y0, y1, s0, s1, a0, a1)

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.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty


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