A fast, FORTRAN based function for cubic spline interpolation.
Usage
splint(x, y, xgrid, derivative=0)
Arguments
x
The x values that define the curve or a two column matrix of
x and y values.
y
The y values that are paired with the x's.
xgrid
The grid to evaluate the fitted cubic interpolating curve.
derivative
Indicates whether the function or a a first or second derivative
should be evaluated.
Value
A vector consisting of the spline evaluated at the grid values.
References
See Additive Models by Hastie and Tibshriani.
Details
Fits a piecewise interpolating cubic polynomial to the x and y values
assuming that the second and third derivatives are zero at the range of the x
values. For this reason extrapolation outside the range of the x
values will be a linear function.