[SciPy-User] inverse function of a spline

Jeff Brown brownj@seattleu....
Thu Sep 29 11:37:05 CDT 2011

 <josef.pktd <at> gmail.com> writes:

> On Fri, May 7, 2010 at 4:37 PM, nicky van foreest <vanforeest <at> gmail.com>
> > Hi Josef,
> >
> >> If I have a cubic spline, or any other smooth interpolator in scipy,
> >> is there a way to get the
> >> inverse function directly?
> >
> > How can you ensure that the cubic spline approx is non-decreasing? I
> > actually wonder whether using cubic splines is the best way to
> > approximate distribution functions.
> Now I know it's not, but I was designing the extension to the linear case
> on paper instead of in the interpreter, and got stuck on the wrong
> problem.

There's an algorithm for making constrained-to-be-monotonic spline interpolants
(only in one dimension, though).  The reference is Dougherty et al 1989
Mathematics of Computation, vol 52 no 186 pp 471-494 (April 1989).  This is
available on-line at www.jstor.org.

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