optimize, line fit of convex functions
I'd like to extrapolate some points from a fitted line. Given that true line is guaranteed to be convex, are there preferred methods for fitting the data?
On Thu, May 1, 2008 at 7:21 PM, Tom Johnson <tjhnson@gmail.com> wrote:
I'd like to extrapolate some points from a fitted line. Given that true line is guaranteed to be convex, are there preferred methods for fitting the data?
There are algorithms for "shape-preserving splines" which maintain certain features like convexity or monotonicity, but I don't think we have any of them implemented in scipy. Unfortunately, I only know of their existence, not any of the details, so I can't tell you how easy it would be to implement. But use those search terms to find the appropriate literature, and let us know if you implement something. -- Robert Kern "I have come to believe that the whole world is an enigma, a harmless enigma that is made terrible by our own mad attempt to interpret it as though it had an underlying truth." -- Umberto Eco
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Tom Johnson