[SciPy-user] optimize, line fit of convex functions

Robert Kern robert.kern@gmail....
Thu May 1 19:40:42 CDT 2008


On Thu, May 1, 2008 at 7:21 PM, Tom Johnson <tjhnson@gmail.com> wrote:
> I'd like to extrapolate some points from a fitted line.  Given that
>  true line is guaranteed to be convex, are there preferred methods for
>  fitting the data?

There are algorithms for "shape-preserving splines" which maintain
certain features like convexity or monotonicity, but I don't think we
have any of them implemented in scipy. Unfortunately, I only know of
their existence, not any of the details, so I can't tell you how easy
it would be to implement. But use those search terms to find the
appropriate literature, and let us know if you implement something.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
 -- Umberto Eco


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