is_increasing_slow: “Slow” check of monotonicity constraint

View source: R/monotonicity-contraints.R

is_increasing_slowR Documentation

“Slow” check of monotonicity constraint

Description

Check that a spline correspond to an increasing quantile function using a precise but somewhat computationally intensive method.

Usage

is_increasing_slow(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.