A modernisation of the SLATEC library
-
Updated
Jul 28, 2026 - Fortran
A modernisation of the SLATEC library
📏 Monotonic cubic interpolation in Julia
Yield curve interpolation, parametric fitting (Nelson-Siegel, Svensson, PCHIP), compounding, and bond pricing — zero-dependency Rust
WarpPCHIP-Net integrates RNN memory, convolutional extraction, and PCHIP warping for O(N) long-sequence modeling via serial token processing. Core innovations: non-uniform PCHIP memory (sparse distant for compression, dense recent for detail) and learnable sampling grid. Ideal for language modeling and time-series forecasting.
Python workflow for PCHIP-based MGI and FBRM onset analysis, including review galleries and a synthetic example.
Command-line tools for data processing, smoothing, and visualization in scientific workflows.
A shape-preserving monotone cubic interpolation library with derivatives, analytic integration and plateau-aware inverse brackets. Explicit domains, tolerances and iteration limits make synthetic calibration curves checkable without charts.
To associate your repository with the pchip topic, visit your repo's landing page and select "manage topics."