pchip: Piecewise cubic hermite interpolation

In signal: Signal Processing

Description

Piecewise cubic hermite interpolation.

Usage

pchip(x, y, xi = NULL)

Arguments

x,y	vectors giving the coordinates of the points to be interpolated. x must be strictly monotonic (either increasing or decreasing).
xi	points at which to interpolate.

Details

In contrast to spline, pchip preserves the monotonicity of x and y.

Value

Normally, the interpolated signal, an array of length(xi).

if xi == NULL, a list of class pp, a piecewise polynomial representation with the following elements:

x	breaks between intervals.
P	a matrix with n times d rows and k columns. The ith row of P, P[i,], contains the coefficients for the polynomial over the ith interval, ordered from highest to lowest. There must be one row for each interval in x.
n	number of intervals (length(x) - 1).
k	polynomial order.
d	number of polynomials.

Author(s)

Original Octave version by Paul Kienzle [e-mail]. Conversion to R by Tom Short.

References

Fritsch, F. N. and Carlson, R. E., “Monotone Piecewise Cubic Interpolation”, SIAM Journal on Numerical Analysis, vol. 17, pp. 238-246, 1980.

Octave Forge https://octave.sourceforge.io/

See Also

approx, spline, interp1

Examples

xf <- seq(0, 11, length=500)
yf <- sin(2*pi*xf/5)
xp <- c(0:10)
yp <- sin(2*pi*xp/5)
pch  <- pchip(xp, yp, xf)
plot(xp, yp, xlim = c(0, 11))
lines(xf, pch, col = "orange")

Example output

Attaching package: 'signal'

The following objects are masked from 'package:stats':

    filter, poly

signal documentation built on May 25, 2021, 3 p.m.