In the mathematical subfield of numerical analysis, an I-spline is a monotone spline function.
Definition A family of I-spline functions of degree k with n free parameters is defined in terms of the M-splines Mi(x|k, t)
I i ( x | k , t ) = ∫ L x M i ( u | k , t ) d u , {\displaystyle I_{i}(x|k,t)=\int _{L}^{x}M_{i}(u|k,t)du,}
where L is the lower limit of the domain of the splines. Since M-splines are non-negative, I-splines are monotonically non-decreasing.
Computation Let j be the index such that tj ≤ x < tj+1. Then Ii(x|k, t) is zero if i > j, and equals one if j − k + 1 > i. Otherwise,
I i ( x | k , t ) = ∑ m = i j ( t m + k + 1 − t m ) M m ( x | k + 1 , t ) / ( k + 1 ) . {\displaystyle I_{i}(x|k,t)=\sum _{m=i}^{j}(t_{m+k+1}-t_{m})M_{m}(x|k+1,t)/(k+1).}
Applications I-splines can be used as basis splines for regression analysis and data transformation when monotonicity is desired (constraining the regression coefficients to be non-negative for a non-decreasing fit, and non-positive for a non-increasing fit).
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