Also, Interpolations.jl currently does this for up to quadratic B-splines; 
cubic are on the road map, but not implemented yet. There's also some 
functionality for this in Grid.jl, which is more feature complete but less 
performant than Interpolations.jl. 

The other options mentioned above are probably faster and more mature, but I 
think the interfaces of Interpolations.jl and Grid.jl are very easy to use. 

// Tomas 

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