Re: [Rd] splinefun gives incorrect derivs when extrapolating to the left (PR#13132)

From: Berwin A Turlach <berwin_at_maths.uwa.edu.au>
Date: Tue, 07 Oct 2008 19:48:27 +0800

On Tue, 7 Oct 2008 19:31:03 +0800
Berwin A Turlach <berwin_at_maths.uwa.edu.au> wrote:

> The attached patch (against the current SVN version of R) implements
> the latter strategy. With this patch applied, "make check
> FORCE=FORCE" passes on my machine. The version of R that is build
> seems to give the correct answer in your example:

Perhaps I should have thought a bit more about this. For a natural spline c[1] is zero, and d[1] is typically not but for evaluations left of the first knot it should be taken as zero. So the attached patch solves the problem in what some might consider a more elegant manner. :)

With the patch "make check FORCE=FORCE" works on my machine and it also solves your example:

R> x <- 1:10
R> y <- sin(x)
R> 
R> splfun <- splinefun(x,y, method='natural')
R> 
R> # these should be linear (and are)
R> splfun( seq(0,1, 0.1) )  

 [1] 0.5682923 0.5956102 0.6229280 0.6502459 0.6775638 0.7048816  [7] 0.7321995 0.7595174 0.7868352 0.8141531 0.8414710
R> 
R> # these should all be the same
R> splfun( seq(0,1, 0.1), deriv=1 )  

 [1] 0.2731787 0.2731787 0.2731787 0.2731787 0.2731787 0.2731787  [7] 0.2731787 0.2731787 0.2731787 0.2731787 0.2731787
R> 
R> # these should all be 0
R> splfun( seq(0,1, 0.1), deriv=2 )

 [1] 0 0 0 0 0 0 0 0 0 0 0
R> splfun( seq(0,1, 0.1), deriv=3 )
 [1] 0 0 0 0 0 0 0 0 0 0 0

HTH. Cheers,         

        Berwin


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