[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

More information about the SciPy-user mailing list