It might not be the best solution to your problem, but Dierckx does support irregularly spaced grids in both 1D and 2D and even ungridded data in 2D.
- Kyle On Wed, Nov 12, 2014 at 11:40 AM, Hans W Borchers <[email protected]> wrote: > There is pchip() in the (inofficial) package NumericalMath at > https://github.com/hwborchers/NumericalMath.jl > This implements a simplified version of piecewise cubic Hermite > interpolation > as described by Moler in one of his textbook chapters. > Should work as expected in most cases. > > > > On Wednesday, November 12, 2014 6:21:59 PM UTC+1, Nils Gudat wrote: >> >> I'm still playing around with Julia's interpolation options after the >> pointers I got from Tim Holy and Kyle Barbary in this thread. >> <https://groups.google.com/forum/#!topic/julia-users/57SztZSCjLc> >> The one thing I haven't been able to do is a shape preserving >> interpolation. In economics, the concavity of (say) a utility function is >> often central to the problems at hand, and hence crucial to preserve during >> interpolation. My attempts with some of the interpolation routines can be >> found in this git, >> <https://github.com/nilshg/LearningModels/blob/master/Test_Interpolations.jl> >> but none of them really achieve what I want. The code on git should be self >> contained and produces graphs displaying the interpolation of the function >> -(1/x) in one dimension and -(1/(y+z)) in two dimensions on rather coarse >> grids. >> >> As I see it, there are two issues with my approach: (i) using regular >> grids is clearly not a great idea here, as all the curvature of the >> function is between 0 and 10, while only few points would suffice to >> reasonably approximate the function for large values of x, and (ii) >> quadratic splines don't preserve concavity of the function. >> >> Are there any other packages in Julia that would support irregularly >> spaced grids and/or do a shape-preserving interpolation, such as piecewise >> cubic Hermite (like Matlab's pchip), biharmonic or thin splate (as in >> Matlab's griddata)? >> >> Also, as you might be able to tell from the git, I haven't succeded in >> using the ApproXD package, mainly because of the lack of documentation. >> Does anyone have a simple example of how to use it? >> >> Many thanks, >> Nils >> >
