hermiteInterpolation: Cubic Hermite interpolation using both values and gradients to approximate a log likelihood function
Description
Cubic Hermite interpolation using both values and gradients to approximate a log likelihood function
Usage
hermiteInterpolation(x, profile)
Value
The approximate log likelihood for the given x.
Arguments
x
The log(hazard ratio) for which to approximate the log likelihood.
profile
A profile as created with approximateLikelihood() with
approximation = "grid with gradients". This is a data frame
with 3 columns: point, value, and derivative, sorted by
point.
Details
Performs spline interpolation using cubic Hermite polynomials (Catmull et al. 1974)
between the points specified in the profile. We use linear extrapolation
outside the points.
References
Catmull, Edwin; Rom, Raphael (1974), "A class of local interpolating splines",
in Barnhill, R. E.; Riesenfeld, R. F. (eds.), Computer Aided Geometric Design,
New York: Academic Press, pp. 317–326