scipy.interpolate.PchipInterpolator¶
- class scipy.interpolate.PchipInterpolator(x, y, axis=0, extrapolate=None)[source]¶
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
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.
See also
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 \(x_k\).
Determines the derivatives at the points \(x_k\), \(f'_k\), by using PCHIP algorithm [R57].
Let \(h_k = x_{k+1} - x_k\), and \(d_k = (y_{k+1} - y_k) / h_k\) are the slopes at internal points \(x_k\). If the signs of \(d_k\) and \(d_{k-1}\) are different or either of them equals zero, then \(f'_k = 0\). Otherwise, it is given by the weighted harmonic mean
\[\frac{w_1 + w_2}{f'_k} = \frac{w_1}{d_{k-1}} + \frac{w_2}{d_k}\]where \(w_1 = 2 h_k + h_{k-1}\) and \(w_2 = h_k + 2 h_{k-1}\).
The end slopes are set using a one-sided scheme [R58].
References
[R57] (1, 2) F. N. Fritsch and R. E. Carlson, Monotone Piecewise Cubic Interpolation, SIAM J. Numer. Anal., 17(2), 238 (1980). DOI:10.1137/0717021 [R58] (1, 2) see, e.g., C. Moler, Numerical Computing with Matlab, 2004. DOI: http://dx.doi.org/10.1137/1.9780898717952 Methods
__call__(x[, nu, extrapolate]) Evaluate the piecewise polynomial or its derivative. derivative([nu]) Construct a new piecewise polynomial representing the derivative. antiderivative([nu]) Construct a new piecewise polynomial representing the antiderivative. roots() Return the roots of the interpolated function.