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This PR is related to issue #6643. It add a new figure and script to better explain the splines in the docs.

Here I add the script. Let me know if it is ok. 

In what part of the docs should the figure go? At the end of -F argument?

doc/scripts/GMT_splines.sh

@@ -0,0 +1,24 @@
+#!/usr/bin/env bash
+#
+# Show all splines and their derivatives for a basic data set
+cat << EOF > t.txt
+0 0
+1 1
+2 1.5
+3 1.25
+4 1.5
+4.5 3
+5 2
+6 2.5
+EOF
+# Splines
+gmt begin doc_splines png
+gmt basemap -R-0.1/6.1/-0.1/3.1 -JX15c/6c -Baf+l"u" -By+l"u(x)" -BWSne
+gmt sample1d t.txt -T0.01 -Fc | gmt plot -W1p -l"Cubic spline (-Fc)"
+gmt sample1d t.txt -T0.01 -Fs1 | gmt plot -W1p,orange -l"Smooth cubic spline (-Fs1)"
+gmt sample1d t.txt -T0.01 -Fl | gmt plot -W1p,blue -l"Linear spline (-Fl)"
+gmt sample1d t.txt -T0.01 -Fa | gmt plot -W1p,red -l"Akima spline (-Fa)"
+gmt sample1d t.txt -T0.01 -Fn | gmt plot -W1p,darkgreen -l"Nearest neighbor (-Fn)"
+gmt plot t.txt -Sc0.25c -Gred -Wthin -l"Data"
+gmt legend -DjTL+w4.9c+o0.2c -F+p1p+gwhite+s 
+gmt end