pchip {signal}R Documentation

Piecewise cubic hermite interpolation

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 pkienzle@user.sf.net. Conversion to R by Tom Short.

References

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

Octave Forge http://octave.sf.net

See Also

approx, spline, interp1

Examples

xf = linspace(0,11,500); 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")

[Package signal version 0.5 Index]