Adding support for cubic splines to Grid should be fairly straightforward. Adding support for 2nd derivatives might be a bit harder, since in dimensions higher than 1 you really need the Hessian. If you're interested in implementing it, you'd basically need to create set_hessian_coordinates (like set_gradient_coordinate) and add an `hcoef1d` field to InterpGridCoefs.
--Tim On Wednesday, March 26, 2014 06:26:12 AM Tomas Lycken wrote: > Hi, > > Is there a (maintained) package somewhere with cubic spline capabilities? I > need something that fulfills the following requirements: > > * Scalar-valued functions of one variable, f(x), specified on uniform or > non-uniform x-grids > * Scalar-valued functions of two variables, f(x,y), at least specified on > uniform grids that don't need to have the same spacing in x and y (i.e. > rectangular, but not necessarily quadratic, grid cells) > * Evaluation of function value and evaluate up to at least second order > derivatives, i.e. both f'x, f'y, f'xx, f'xy and f'yy in the 2D case > > The only packages I've found that seem to approach this functionality are > > * https://github.com/timholy/Grid.jl - only up to quadratic splines, as far > as I can tell from the readme; also unsure on if it can evaluate second > order derivatives > * https://github.com/gusl/BSplines.jl - only 1D interpolation, and base > splines rather than exact cubic splines > * https://github.com/EconForge/splines - Specifies Julia 0.2- in its > require and hasn't been touched in four months => I doubt it works with my > Julia installation which is at master. It would also probably take quite a > lot of work to learn to use it, since it has no documentation at all. > > Are there any others that I've missed? Is there any non-official effort > toward creating this functionality in Julia? > > Thanks in advance, > > // Tomas
