📄 mf_spline3.hlp
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{smcl}
{* 09feb2005}{...}
{cmd:help mata spline3()}
{hline}
{* index spline3()}{...}
{* index spline3eval()}{...}
{* index cubic natural splines}{...}
{title:Title}
{p 4 8 2}
{bf:[M-5] spline3() -- Cubic spline interpolation}
{title:Syntax}
{p 8 12 2}
{it:real matrix}{bind: }
{cmd:spline3(}{it:real vector x}{cmd:,}
{it:real vector y}{cmd:)}
{p 8 12 2}
{it:real vector}
{cmd:spline3eval(}{it:real matrix spline_info}{cmd:,}
{it:real vector x}{cmd:)}
{title:Description}
{p 4 4 2}
{cmd:spline3(}{it:x}{cmd:,} {it:y}{cmd:)}
returns the coefficients of a cubic natural spline S({it:x}).
The elements of {it:x} must be strictly monotone increasing.
{p 4 4 2}
{cmd:spline3eval(}{it:spline_info}{cmd:,} {it:x}{cmd:)}
uses the information returned by {cmd:spline3()}
to evaluate and return the spline at the abscissas {it:x}.
Elements of the returned result are set to missing if outside the range of the
spline. {it:x} is assumed to be monotonically increasing.
{title:Remarks}
{p 4 4 2}
{cmd:spline3()} and {cmd:spline3eval()}
is a translation into Mata of
Algorithm CUBNATSPLINE, 472-P 5-0
Collected Algorithms from CACM
Procedures for Natural Spline Interpolation [E1]
John G. Herrior, Computer Science Department, Standford Univ.
Christian H. Reinsch, Mathematisches Institut der Technischen
Universit{c a:}t, 8 M{c u:}nchen 2, Germany.
{p 4 4 2}
For {it:xx} in [{it:x}[{it:i}], {it:x}[{it:i}+1]):
S({it:xx}) = (({it:d}[{it:i}]*{it:t} + {it:c}[{it:i}])*{it:t} + {it:b}[{it:i}])*{it:t} + {it:y}[{it:i}]
{p 4 4 2}
with {it:t} = {it:xx} - {it:x}[{it:i}].
{cmd:spline3()} returns
({it:b}, {it:c}, {it:d}, {it:x}, {it:y})
or, if x and y are row vectors,
({it:b}, {it:c}, {it:d}, {it:x}{bf:'}, {it:y}{bf:'}).
{title:Conformability}
{cmd:spline3(}{it:x}{cmd:,} {it:y}{cmd:)}:
{it:x}: {it:n x} 1 or 1 {it:x n}
{it:y}: {it:n x} 1 or 1 {it:x n}
{it:result}: {it:n x} 5
{cmd:spline3eval(}{it:spline_info}{cmd:,} {it:x}{cmd:)}:
{it:info}: {it:n x} 5
{it:x}: {it:m x} 1 or 1 {it:x m}
{it:result}: {it:m x} 1 or 1 {it:x m}
{title:Diagnostics}
{p 4 4 2}
{cmd:spline3(}{it:x}{cmd:,} {it:y}{cmd:)}
requires {it:x} be in ascending order.
{p 4 4 2}
{cmd:spline3eval(}{it:spline_info}{cmd:,} {it:x}{cmd:)}
requires {it:x} be in ascending order.
{title:Source code}
{p 4 4 2}
{view spline3.mata, adopath asis:spline3.mata},
{view spline3eval.mata, adopath asis:spline3eval.mata}
{title:Also see}
{p 4 13 2}
Manual: {hi:[M-5] spline3()}
{p 4 13 2}
Online: help for
{bf:{help m4_mathematical:[M-4] mathematical}}
{p_end}
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