Re: [R] Spline function
On 14/08/2018 11:48 AM, Tania Morgado Garcia wrote: Hello everyone. I'm new to R and I'm using spline functions. With the command splinefun (x, y) I get the function of interpolating the values x and y. Later, I can evaluate that function for values of x by obtaining the respective values of y. The point is that I need the inverse operation, with the function, for a value of Y I need to know the value of x. Could you please help me? Others have pointed out uniroot(). One other possibility: maybe you don't need both the function and its inverse, or an approximate inverse is good enough. In either of those cases, just swap x and y in the call to splinefun(), and you'll get a new function mapping y values to the corresponding x values. (You'll get nonsense or an error in cases where this mapping is not unique.) It won't match the inverse of the original spline interpolator except at observed (x,y) pairs, but will usually be close, especially if the functions are pretty smooth. Duncan Murdoch __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Spline function
The uniroot function can be used to find a value in a specified interval, if it exists. On Tue, Aug 14, 2018 at 3:30 PM Tania Morgado Garcia wrote: > > Hello everyone. I'm new to R and I'm using spline functions. With the > command splinefun (x, y) I get the function of interpolating the values x > and y. Later, I can evaluate that function for values of x by obtaining the > respective values of y. The point is that I need the inverse operation, > with the function, for a value of Y I need to know the value of x. Could > you please help me? > A cordial greeting > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Gregory (Greg) L. Snow Ph.D. 538...@gmail.com __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Spline function
If I understand correctly, not in general possible. Suppose for a bunch of different x's the y's are all constant =0. What x would correspond to y = 1. Or suppose (x,y) pairs trace a sine function over several periods. Then there is no unique x corresponding to y = .5, say. Perhaps if you more explicitly specified the nature of your problem (e.g. is y monotonic in x?) some assistance might be provided. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Tue, Aug 14, 2018 at 8:48 AM, Tania Morgado Garcia wrote: > Hello everyone. I'm new to R and I'm using spline functions. With the > command splinefun (x, y) I get the function of interpolating the values x > and y. Later, I can evaluate that function for values of x by obtaining the > respective values of y. The point is that I need the inverse operation, > with the function, for a value of Y I need to know the value of x. Could > you please help me? > A cordial greeting > > [[alternative HTML version deleted]] > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Spline function
Hello everyone. I'm new to R and I'm using spline functions. With the command splinefun (x, y) I get the function of interpolating the values x and y. Later, I can evaluate that function for values of x by obtaining the respective values of y. The point is that I need the inverse operation, with the function, for a value of Y I need to know the value of x. Could you please help me? A cordial greeting [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Spline Function
I am using R for volatility calibration (Variance Gamma distribution). My question is very basic and not at all related to mathematics! y=spline(KK,CallPrices,,fmm,,,strikes) When calling spline function it returns a list y The list contains some numbers which I have to subtract from another array called MarketPrices since y is a list a normal subtraction is not possible. For example I get this output from spline function... $x [1] 1050 1100 1150 1175 1200 1250 1300 1350 1400 1450 1500 $y [1] 175.15474 146.78475 121.76502 110.50149 100.05049 81.49610 65.87413 52.89799 42.24847 33.59852 26.63327 I can chunk out...the second list...using modelprices[2] modelprices[2] $y [1] 175.15474 146.78475 121.76502 110.50149 100.05049 81.49610 65.87413 52.89799 42.24847 33.59852 26.63327 Still its a list and I think I need an array other array is marketprices [1] 171.4 140.4 112.8 99.8 88.2 66.9 49.5 35.7 25.2 17.0 12.2 marketprices-modelprices[2] Error in marketprices - modelprices[2] : non-numeric argument to binary operator Is there any way to perform this substraction? I tried the normal approaches like as.numeric(modelprices[2]) Error: (list) object cannot be coerced to type 'double' Thanks in advance!-- Regards, Animesh Saxena (www.quantanalysis.in) __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
