Operations Research topics: SAS/OR,
SAS Optimization, and SAS Simulation Studio

Monotonic cubic spline interpolation and gradient

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New Contributor CJ
New Contributor
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Monotonic cubic spline interpolation and gradient

Hi all,

I am have a dataset with two variables 'date' and a monotonically increasing 'volume' variable. I am trying to do a cubic spline interpolation so as to find the gradient of the spline at any given time.

Lets say I have volume data for the 21 Jun and then again for the 15 Aug, I would like to know the rate of increase of 'volume' on the 1st of August.

Many thanks!
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