It's not quite ready for public consumption, which is why it isn't released 
in metadata yet, but you can look at 
https://github.com/spencerlyon2/CompEcon.jl. It works quite well, but the 
API isn't totally fleshed out yet.

This has support for an arbitrary number of dimensions. 

If you do want to use it let me know and I can write up an example of how 
to get started with 3d interpolation.



On Monday, August 31, 2015 at 7:45:19 AM UTC-4, Nils Gudat wrote:
>
> Is there a package that can do a multidimensional (3D and higher) linear 
> interpolation on an irregular grid, and extrapolate values beyond 
> gridpoints?
> From what I can see:
>
> - Grid.jl can do linear extrapolation, but only on regular grids
> - The same is true for Interpolations.jl
> - ApproXD supports irregular grids, but only flat boundary conditions
> - Dierckx.jl only works in 2 dimensions
> - GridInterpolations.jl only works on simplex and rectangle grids (not 
> exactly sure how it works as I haven't used it)
>
> Am I missing anything? 
>
> I'm basically looking for a simple interpolant to a function f(x,y,z), 
> that given irregular grids for x, y, and z can supply a value for e.g. 
> f(x, y, z[end] + 0.1) by simply using the slope of the function between 
> z[end-1] 
> and z[end], holding x and y constant. 
>

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