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Re: Piecewise Constant Interpolation

• To: mathgroup at smc.vnet.net
• Subject: [mg103458] Re: [mg103450] Piecewise Constant Interpolation
• From: Adriano Pascoletti <adriano.pascoletti at dimi.uniud.it>
• Date: Tue, 22 Sep 2009 07:10:15 -0400 (EDT)
• References: <200909212328.TAA01784@smc.vnet.net>

And this?
Interpolation [  Transpose [ { a ,RotateRight[ b] } ] , InterpolationOrder
-> 0  ]

Adriano Pascoletti

2009/9/22 Bayers, Alexander <alexander.bayers at bofasecurities.com>

> Hi,
>
> I've been trying to fit a function via piecewise constant interpolation
> using the Interpolate function and InterpolationOrder 0.
>
>
>
> Code:
>
> Interpolation [  Transpose [ { a , b } ] , InterpolationOrder -> 0  ]
>
>
>
>  However, when I try to fit the function Mathematica uses righthand
> interpolation rather than lefthand interpolation, i.e. given the
> following set of data points
>
>
>
> 14-Sep-09
>
> r0
>
> 14-Sep-11
>
> r1
>
> 14-Sep-12
>
> r2
>
> 14-Sep-13
>
> r3
>
> 14-Sep-14
>
> r4
>
>
>
> A data point like 20-Sep-09 will evaluate as r1 rather than r0.  Does
> anyone know of any option barring writing my own function that would
> allow me to set this date to r0 rather than r1?
>
>
>
> Thanks,
>
> Alex
>
>

• References:
  • Piecewise Constant Interpolation
    • From: "Bayers, Alexander" <alexander.bayers@bofasecurities.com>