Re:Python library for univariate regression, interpolation, ...
by almoehi on Monday August 29, 2022 @11:52PM
(#32646437)
Nice and slim - does your cubic spline support clamping and monotonicity as well by any chance ?
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Re:Python library for univariate regression, interpolation, ...
by ermeel on Tuesday August 30, 2022 @12:21AM
(#32646602)
Do you have an example or reference describing how clamping and monotonicity in the context of cubic splines are implemented? Thanks.
Re:Python library for univariate regression, interpolation, ...
by nullc on Tuesday August 30, 2022 @08:33AM
(#32649552)
https://en.wikipedia.org/wiki/Monotone_cubic_interpolation has some reference for monotone cubic splines.
In theory they should be useful when know that the underlying process should be monotone. I think in the past I found them more sensitive to noise and wondered if monotone approximation might not be better than monotone interpolation for that reason.
Re:Python library for univariate regression, interpolation, ...
by codeboy7432 on Tuesday August 30, 2022 @03:56PM
(#32654329)
I added class comments to each class which explain the high level implementation details. Clamping is supported with natural cubic splines, and this is done by taking the slopes at each endpoint.
Monotonicity is currently not supported (for cubic splines).