It's currently going through a major overhaul to get ready for public consumption, but CompEcon.jl <https://github.com/spencerlyon2/CompEcon.jl> provides a Julia implementation of the popular (amongst economists) CompEcon matlab toolbox.
It does irregular interpolation for an arbitrary number of dimensions using chebyshev, b-spline (of arbitrary order), or piecewise linear basis functions. If you are interested, let me know. I haven't had time to write docs yet, but once I do it should be pretty straightforward. On Wednesday, July 29, 2015 at 10:44:37 AM UTC-4, Nils Gudat wrote: > > 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). >
