my-server
← Wiki

I-spline

In the mathematical subfield of numerical analysis, an I-spline is a monotone spline function.

Definition

A family of I-spline functions of degree k with n free parameters is defined in terms of the M-splines M<sub>i</sub>(x|k,&nbsp;t)

where L is the lower limit of the domain of the splines.

Since M-splines are non-negative, I-splines are monotonically non-decreasing.

Computation

Let j be the index such that t<sub>j</sub>&nbsp;≤&nbsp;x&nbsp;<&nbsp;t<sub>j+1</sub>. Then I<sub>i</sub>(x|k,&nbsp;t) is zero if i&nbsp;>&nbsp;j, and equals one if j&nbsp;&minus;&nbsp;k&nbsp;+&nbsp;1&nbsp;>&nbsp;i. Otherwise,

Applications

I-splines can be used as basis splines for regression analysis and data transformation when monotonicity is desired (constraining the regression coefficients to be non-negative for a non-decreasing fit, and non-positive for a non-increasing fit).

References