Besided GridInterpolations, you might want to look at ApproXD.jl, which 
works up to four dimensions. I once wrote a little script that compares 
different one- and two-dimensional interpolation schemes in Julia, it can 
be found here 
<https://github.com/nilshg/LearningModels/blob/master/Test_Interpolations.jl> 
(I might have to update it to include GridInterpolations at some point).

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