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 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
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 e
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 t
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 ano
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