[SciPy-User] inverse function of a spline
josef.pktd at gmail.com
josef.pktd at gmail.com
Fri May 7 12:40:05 EDT 2010
I have a function y = f(x) which is monotonically increasing (a
cumulative distribution function)
f is defined by piecewise polynomial interpolation, an interpolating
spline on some points
I would like to get the inverse function (ppf) x = f^{-1} (y)
if the spline is of higher order than linear
In the linear case it's trivial, because the inverse function is also
just a piecewise linear interpolation.
If I have a cubic spline, or any other smooth interpolator in scipy,
is there a way to get the
inverse function directly?
I don't know much about general properties of splines, and would
appreciate any hints,
so I can avoid numerical inversion (fsolve or similar)
Thanks,
Josef
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