Univariate Interpolation Methods

So far this package support the following interpolation schemes for one dimensional interpolation:

• Constant interpolation from the left to the right. Such a Piecewise_Function spline can be constructed by the create_constant_interpolation_to_right method.
• Constant interpolation from the right to the left. Such a Piecewise_Function spline can be constructed by the create_constant_interpolation_to_left method.
• Linear interpolation. Such a Piecewise_Function spline can be constructed by the create_linear_interpolation method.
• Schumaker shape preserving spline - Such a Piecewise_Function spline can be constructed by the create_quadratic_spline method. See Judd (1998) for details on how this is done.

Note that interpolation in higher dimensions is hard and no such methods are yet available in this package. There are some approximation schemes that might work in this case however as described in the next section.