xi : array_like of length N1
a sorted list of x-coordinates
yi : list of lists of length N1
yi[i] is the list of derivatives known at xi[i]
orders : list of integers, or integer
a list of polynomial orders, or a single universal order
direction : {None, 1, -1}
indicates whether the xi are increasing or decreasing
+1 indicates increasing
-1 indicates decreasing
None indicates that it should be deduced from the first two xi
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