Hi Nils (and others), I just completed some work I've had lying around on [Interpolations.jl](https://github.com/tlycken/Interpolations.jl), a package which is meant to eventually become `Grid.jl`s heir. The stuff I've done so far isn't even merged into master yet (but it hopefully will be quite soon), so this is really an early call, but I think there might be some infrastructure in this package already that can be useful for lots of interpolation types. Besides, it wouldn't be a bad thing to try to gather all of these different methods in one place.
`Interpolations.jl` currently only supports [B-splines on regular grids](http://en.wikipedia.org/wiki/B-spline#Cardinal_B-spline) (and only up to quadratic order, although cubic is in the pipeline), but I would definitely be interested in a collaboration effort to add e.g. Hermite splines of various degrees as well. I would also like to at least investigate how difficult it would be to generalize the approach used there to work on irregular grids. There is quite a ways to feature parity with `Grid.jl`, but at least for B-splines most of the basic infrastructure is there, and it's all been designed to be easy to extend with new interpolation types. Feel free to comment, file issues or pull requests with any ideas or functionality you'd like to see. Regards, // Tomas On Friday, November 14, 2014 12:57:19 PM UTC+1, Nils Gudat wrote: > > Hi Tamas, > > Thanks for your input! Indeed it appears that shape preserving > interpolation in higher dimensions is a somewhat tricky problem. Most of > the literature I've found is in applied maths journals and not a lot seems > to have been transferred to economics, although there's a paper by Cai > and Judd > <http://books.google.co.uk/books?id=xDhO6L_Psp8C&pg=PA499&lpg=PA499&dq=shape+preserving+interpolation+higher+dimensions&source=bl&ots=8yLHXvILy-&sig=ykAEER_ahDcCckTBZmfcq1cMQUU&hl=en&sa=X&ei=ktplVOjSDcPmav4M&ved=0CDgQ6AEwAg#v=onepage&q=shape%20preserving%20interpolation%20higher%20dimensions&f=false> > > in the Handbook of Computational Economics, Vol. 3. > In any case this discussion is not about Julia anymore, but if it turns > out I really have to write some form of shape-preserving higher dimensional > interpolation algorithm I'll make sure to make it as general as possible so > that it can potentially be added to some Julia interpolation package. > > Best, > Nils >
