PCHIP 1-D monotonic cubic interpolation.
``x`` and ``y`` are arrays of values used to approximate some function f, with ``y = f(x)``. The interpolant uses monotonic cubic splines to find the value of new points. (PCHIP stands for Piecewise Cubic Hermite Interpolating Polynomial).
Parameters ---------- x : ndarray A 1-D array of monotonically increasing real values. ``x`` cannot include duplicate values (otherwise f is overspecified) y : ndarray A 1-D array of real values. ``y``'s length along the interpolation axis must be equal to the length of ``x``. If N-D array, use ``axis`` parameter to select correct axis. axis : int, optional Axis in the y array corresponding to the x-coordinate values. extrapolate : bool, optional Whether to extrapolate to out-of-bounds points based on first and last intervals, or to return NaNs.
Methods ------- __call__ derivative antiderivative roots
See Also -------- CubicHermiteSpline : Piecewise-cubic interpolator. Akima1DInterpolator : Akima 1D interpolator. CubicSpline : Cubic spline data interpolator. PPoly : Piecewise polynomial in terms of coefficients and breakpoints.
Notes ----- The interpolator preserves monotonicity in the interpolation data and does not overshoot if the data is not smooth.
The first derivatives are guaranteed to be continuous, but the second derivatives may jump at :math:`x_k`.
Determines the derivatives at the points :math:`x_k`, :math:`f'_k`, by using PCHIP algorithm 1_.
Let :math:`h_k = x_k+1 - x_k`, and :math:`d_k = (y_k+1 - y_k) / h_k` are the slopes at internal points :math:`x_k`. If the signs of :math:`d_k` and :math:`d_k-1` are different or either of them equals zero, then :math:`f'_k = 0`. Otherwise, it is given by the weighted harmonic mean
.. math::
\fracw_1 + w_2f'_k = \fracw_1d_{k-1
}
- \fracw_2d_k
where :math:`w_1 = 2 h_k + h_k-1` and :math:`w_2 = h_k + 2 h_k-1`.
The end slopes are set using a one-sided scheme 2_.
References ---------- .. 1 F. N. Fritsch and R. E. Carlson, Monotone Piecewise Cubic Interpolation, SIAM J. Numer. Anal., 17(2), 238 (1980). :doi:`10.1137/0717021`. .. 2 see, e.g., C. Moler, Numerical Computing with Matlab, 2004. :doi:`10.1137/1.9780898717952`