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Piecewise Constant Interpolation

  • To: mathgroup at smc.vnet.net
  • Subject: [mg103450] Piecewise Constant Interpolation
  • From: "Bayers, Alexander" <alexander.bayers at bofasecurities.com>
  • Date: Mon, 21 Sep 2009 19:28:58 -0400 (EDT)
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
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