Pchip

When drawing financial time series from various markets, one usually needs to make some adjustments before evaluating the series. One of the major concerns is that due to different national holidays or working days across countries, the dates happen to be not synchronized. Clearly this could make... Platforms: Matlab

IIR Increases the resolution of an image by interpolationB= IIR(inputfile,f) returns the image stored in file 'inputfile' with resolution increased by factor f in both dimensions. 'filename' must be a valid graphic file (jpg, gif, tiff, etc.). It can be grayscale or color.Parameter 'f' is the... Platforms: Matlab

PDL::Slatec is a PDL interface to the slatec numerical programming library. SYNOPSIS use PDL::Slatec; ($ndeg, $r, $ierr, $a) = polyfit($x, $y, $w, $maxdeg, $eps); This module serves the dual purpose of providing an interface to parts of the slatec library and showing how to interface PDL... Platforms: *nix

Baseline Fit each column in "x".There did not seem to be a similar function in th file exchange. This routine is simply a wrapper for two Matlab routines, interp1 and ginput.Syntax: [ycorr,yfit] = bf(y,pts,avgpts,method,confirm); ycorr = bf(y); ycorr = bf(y,method); A baseline fit is interpolated... Platforms: Matlab

Bootstrap the yield curve, discount curve and the forward curve from market data***************** BOOTSTRAPPING RESULTS **********************Time (Years)| Yield Curve | Discount Curve| Forward Curve |----------------------------------------------------------------------- 0.51 | 1.2404% | 0.9938... Platforms: Matlab

PP = PCHIPD(X,Y,D) provides the piecewise cubic polynomial which interpolates values Y and derivatives D at the sites X. This is meant to augment the built-in Matlab function PCHIP, which does not allow the user to specify derivatives.X must be a vector.If Y and D are vectors, then Y(i) and D(i)... Platforms: Matlab

I've seen many people ask for a way to find the closest point on a curve from some given point in space. If the curve is a piecewise linear one, this is not too difficult, since this reduces to finding the closest point on a line segment, and then testing each line segment. (With care, you need... Platforms: Matlab