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interpol
2002 Sep 09
1
Monotonic interpolation
Has anyone got a function for smooth monotonic interpolation of a
univariate function? I'm after something like the NAG function PCHIM
which does monotonic Hermite interpolation. Alternatively, montononic
cubic spline interpolation.
Please reply directly.
Rob Hyndman
___________________________________________________
Rob J Hyndman
Associate Professor & Director of Consulting
2008 Jun 02
0
Missing "spline_coef" DLL and Rob Hyndmans monotonic interpolator
..."stats")[c("x","y")]
}
cm.splinefun <- function(x, y = NULL, method = "fmm",gulim=0)
# modification of stats package splinefun to produce co-monotonic
#interpolant by Hyman Filtering. if gulim!=0 then it is taken as the
upper
#limit on the gradient, and intrpolant is gradient limited rather than
# monotonic. Modifications from R stats package splinefun()
# (c) Simon N. Wood 2002
{
x <- xy.coords(x, y)
y <- x$y
x <- x$x
n <- length(x)
method <- match(method, c("periodic", "natural", "fmm"...