Tag: Hyman filter

‘Hyman filter’ (Hyman 1983, Dougherty Edelman & Hyman 1989) ensures that the interpolating spline remains monotonic by constraining the derivatives of the piecewise cubics, possibly sacrificing smoothness. Specifically, the second derivative will no longer be continuous at those knots where the filter has changed first derivatives. If the interpolating spline is already monotonic, the Hyman filter leaves it unchanged.