Scientific description of cubic spline (interpolation)
3 vues (au cours des 30 derniers jours)
I am writing a scientific article (quantitative economics), and I need to describe the 'spline' method (cubic spline interpolation) as in griddedInterpolant. I can't find much, except the description:
"The interpolated value at a query point is based on a cubic interpolation of the values at neighboring grid points in each respective dimension. The interpolation is based on a cubic spline using not-a-knot end conditions."
Can anybody help me with a more scientific description? Is this some kind of standard algorithm? I found some formula for the one dimensional case, but I need a more general description for multiple dimensions (at least up to 4 dimensions).