Description Usage Arguments Value Note Author(s) References
Interpolate and extrapolate using n-linear interpolation (tensor product linear).
1 | InterExtrapolate(V, Xi, nodelist = NULL, method = NULL)
|
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' |
Vpred [array] (n x 1) array of interpolated/extrapolated values
Initially written by John D'Errico.
Extrapolating long distances outside the support of V is rarely advisable.
Xavier Valls flamejat@gmail.com
A. Meucci - "Exercises in Advanced Risk and Portfolio Management" http://symmys.com/node/170.
See Meucci's script for "InterExtrapolate.R"
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