kernel_interpolation_param: Parameters of the spline interpolating the Peano kernel

In thomasblanchet/gpinter: Generalized Pareto Interpolation

Parameters of the spline interpolating the Peano kernel

Description

Parameters of the spline interpolating the Peano kernel.

Usage

kernel_interpolation_param(xk, t)

Arguments

xk	The position of the interpolation points.
t	The integration variable.

Value

A list with the following components:

• xk The position of the interpolation points.

• yk The value of the spline at the interpolation points.

• sk The value of the derivative of the spline at the interpolation points.

• ak The value of the second derivative of the spline at the interpolation points.

Author(s)

Thomas Blanchet, Juliette Fournier, Thomas Piketty

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