Spline interpolation for demographic variables: the monotonicity problem

Len Smith, Rob J Hyndman, Simon N Wood
(2004) Journal of Population Research 21(1), 95-98


In demography, it is often necessary to obtain a monotonic interpolation of data. A solution to this problem is available using the Hyman filter for cubic splines. However, this does not seem to be well-known amongst demographers, and no implementation of the procedure is readily available. We remedy these problems by outlining the relevant ideas here, and providing a function for the R package.

R code