InterExtrapolate: Interpolate and extrapolate using n-linear interpolation...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Usage
Arguments
Value
Note
Author(s)
References
Description
Interpolate and extrapolate using n-linear interpolation
(tensor product linear).
Usage
1
InterExtrapolate(V, Xi, nodelist = NULL, method = NULL)
Arguments
V
[array] p-dimensional array to be
interpolated/extrapolated at the list of points in the
array Xi.
Xi
[array] (n x p) array of n points to
interpolate/extrapolate. Each point is one row of the
array Xi.
nodelist
[cell array] (optional) cell array of
nodes in each dimension.
method
[string] (optional) chacter string, denotes
the interpolation method used. default method = 'linear'
Value
Vpred [array] (n x 1) array of interpolated/extrapolated
values
Note
Initially written by John D'Errico.
Extrapolating long distances outside the support of V is
rarely advisable.
Author(s)
Xavier Valls flamejat@gmail.com
References
A. Meucci - "Exercises in Advanced Risk and Portfolio
Management" http://symmys.com/node/170.
See Meucci's script for "InterExtrapolate.R"
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Usage Arguments Value Note Author(s) References
Description
Interpolate and extrapolate using n-linear interpolation (tensor product linear).
Usage
1 | InterExtrapolate(V, Xi, nodelist = NULL, method = NULL)
|
Arguments
V |
[array] p-dimensional array to be interpolated/extrapolated at the list of points in the array Xi. |
Xi |
[array] (n x p) array of n points to interpolate/extrapolate. Each point is one row of the array Xi. |
nodelist |
[cell array] (optional) cell array of nodes in each dimension. |
method |
[string] (optional) chacter string, denotes the interpolation method used. default method = 'linear' |
Value
Vpred [array] (n x 1) array of interpolated/extrapolated values
Note
Initially written by John D'Errico.
Extrapolating long distances outside the support of V is rarely advisable.
Author(s)
Xavier Valls flamejat@gmail.com
References
A. Meucci - "Exercises in Advanced Risk and Portfolio Management" http://symmys.com/node/170.
See Meucci's script for "InterExtrapolate.R"
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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