Date: Dec 7, 2012 1:13 PM
Author: Cristiano
Subject: Which interpolation?
From a very slow simulation I got y= f(x):
x y
5 0.8048174
6 0.8194384
...
44 0.9706268
47 0.9724846
...
48765 0.9999756
53765 0.9999776
For every x, I stop the simulation when the confidence interval for y is
less than 2,5*10^-6 (with 99% of confidence).
I can't calculate all the x's (because the simulation is very slow), so
I need to interpolate; for example, I don't have y(45) or y(46).
Using the Levenberg-Marquardt Least Squares Fitting, the best equation I
found gives an error that is too high (about 10^-4 for small x's).
Then I thought to use a cubic spline, but I notice some "fluctuations"
on the tails.
Should I use LM or spline?
Thanks
Cristiano