A function to conduct the interpolation given data and fitted quantiles

splint_R(
  y,
  quantiles,
  alphas,
  y2,
  tail_param_u,
  tail_param_l,
  q_shift,
  q_stretch,
  tails = "gaussian",
  distn = "c"
)

Arguments

y: a vector of quantile or pdf
quantiles: a matrix of size N b p
alphas: quantiles that were computed
y2: second derivatives
tail_param_u: the tail parameters for upper quantiles
tail_param_l: the tail parameters for lower quantiles
q_shift: normalization parameters
q_stretch: normalization parameters
tails: based on what distribution to compute the tails
distn: a string which indicates what type of distribution to return. See details.

A vector of quantiles or density corresponding to y

the distn argument takes on "p" to evaluate a PF, "c" to evaluate a CDF, and "q" to evaluate a quantile distribution.