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PCHIP: Fritsch-Carlson monotone piecewise cubic Hermite interpolation. Shape-preserving — the interpolant is monotone wherever the data are, so it never overshoots or invents wiggles the way an unconstrained cubic spline can. The safe choice for curves that must stay monotone (discount factors, CDFs) or non-negative.
Structs§
- Pchip
- A monotonicity-preserving cubic Hermite interpolant.