approxfun: Interpolation Functions

approxfunR Documentation

Interpolation Functions

Description

Return a list of points which linearly interpolate given data points, or a function performing the linear (or constant) interpolation.

Usage

approx   (x, y = NULL, xout, method = "linear", n = 50,
          yleft, yright, rule = 1, f = 0, ties = mean, na.rm = TRUE)

approxfun(x, y = NULL,       method = "linear",
          yleft, yright, rule = 1, f = 0, ties = mean, na.rm = TRUE)

Arguments

x, y

numeric vectors giving the coordinates of the points to be interpolated. Alternatively a single plotting structure can be specified: see xy.coords.

xout

an optional set of numeric values specifying where interpolation is to take place.

method

specifies the interpolation method to be used. Choices are "linear" or "constant".

n

If xout is not specified, interpolation takes place at n equally spaced points spanning the interval [min(x), max(x)].

yleft

the value to be returned when input x values are less than min(x). The default is defined by the value of rule given below.

yright

the value to be returned when input x values are greater than max(x). The default is defined by the value of rule given below.

rule

an integer (of length 1 or 2) describing how interpolation is to take place outside the interval [min(x), max(x)]. If rule is 1 then NAs are returned for such points and if it is 2, the value at the closest data extreme is used. Use, e.g., rule = 2:1, if the left and right side extrapolation should differ.

f

for method = "constant" a number between 0 and 1 inclusive, indicating a compromise between left- and right-continuous step functions. If y0 and y1 are the values to the left and right of the point then the value is y0 if f == 0, y1 if f == 1, and y0*(1-f)+y1*f for intermediate values. In this way the result is right-continuous for f == 0 and left-continuous for f == 1, even for non-finite y values.

ties

handling of tied x values. The string "ordered" or a function (or the name of a function) taking a single vector argument and returning a single number or a list of both, e.g., list("ordered", mean), see ‘Details’.

na.rm

logical specifying how missing values (NA's) should be handled. Setting na.rm=FALSE will propagate NA's in y to the interpolated values, also depending on the rule set. Note that in this case, NA's in x are invalid, see also the examples.

Details

The inputs can contain missing values which are deleted (if na.rm is true, i.e., by default), so at least two complete (x, y) pairs are required (for method = "linear", one otherwise). If there are duplicated (tied) x values and ties contains a function it is applied to the y values for each distinct x value to produce (x,y) pairs with unique x. Useful functions in this context include mean, min, and max.

If ties = "ordered" the x values are assumed to be already ordered (and unique) and ties are not checked but kept if present. This is the fastest option for large length(x).

If ties is a list of length two, ties[[2]] must be a function to be applied to ties, see above, but if ties[[1]] is identical to "ordered", the x values are assumed to be sorted and are only checked for ties. Consequently, ties = list("ordered", mean) will be slightly more efficient than the default ties = mean in such a case.

The first y value will be used for interpolation to the left and the last one for interpolation to the right.

Value

approx returns a list with components x and y, containing n coordinates which interpolate the given data points according to the method (and rule) desired.

The function approxfun returns a function performing (linear or constant) interpolation of the given data points. For a given set of x values, this function will return the corresponding interpolated values. It uses data stored in its environment when it was created, the details of which are subject to change.

Warning

The value returned by approxfun contains references to the code in the current version of R: it is not intended to be saved and loaded into a different R session. This is safer for R >= 3.0.0.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

See Also

spline and splinefun for spline interpolation.

Examples

require(graphics)

x <- 1:10
y <- rnorm(10)
par(mfrow = c(2,1))
plot(x, y, main = "approx(.) and approxfun(.)")
points(approx(x, y), col = 2, pch = "*")
points(approx(x, y, method = "constant"), col = 4, pch = "*")

f <- approxfun(x, y)
curve(f(x), 0, 11, col = "green2")
points(x, y)
is.function(fc <- approxfun(x, y, method = "const")) # TRUE
curve(fc(x), 0, 10, col = "darkblue", add = TRUE)
## different extrapolation on left and right side :
plot(approxfun(x, y, rule = 2:1), 0, 11,
     col = "tomato", add = TRUE, lty = 3, lwd = 2)

### Treatment of 'NA's -- are kept if  na.rm=FALSE :

xn <- 1:4
yn <- c(1,NA,3:4)
xout <- (1:9)/2
## Default behavior (na.rm = TRUE): NA's omitted; extrapolation gives NA
data.frame(approx(xn,yn, xout))
data.frame(approx(xn,yn, xout, rule = 2))# -> *constant* extrapolation
## New (2019-2020)  na.rm = FALSE: NA's are "kept"
data.frame(approx(xn,yn, xout, na.rm=FALSE, rule = 2))
data.frame(approx(xn,yn, xout, na.rm=FALSE, rule = 2, method="constant"))

## NA's in x[] are not allowed:
stopifnot(inherits( try( approx(yn,yn, na.rm=FALSE) ), "try-error"))

## Give a nice overview of all possibilities  rule * method * na.rm :
##             -----------------------------  ====   ======   =====
## extrapolations "N":= NA;   "C":= Constant :
rules <- list(N=1, C=2, NC=1:2, CN=2:1)
methods <- c("constant","linear")
ry <- sapply(rules, function(R) {
       sapply(methods, function(M)
        sapply(setNames(,c(TRUE,FALSE)), function(na.)
                 approx(xn, yn, xout=xout, method=M, rule=R, na.rm=na.)$y),
        simplify="array")
   }, simplify="array")
names(dimnames(ry)) <- c("x = ", "na.rm", "method", "rule")
dimnames(ry)[[1]] <- format(xout)
ftable(aperm(ry, 4:1)) # --> (4 * 2 * 2) x length(xout)  =  16 x 9 matrix


## Show treatment of 'ties' :

x <- c(2,2:4,4,4,5,5,7,7,7)
y <- c(1:6, 5:4, 3:1)
(amy <- approx(x, y, xout = x)$y) # warning, can be avoided by specifying 'ties=':
op <- options(warn=2) # warnings would be error
stopifnot(identical(amy, approx(x, y, xout = x, ties=mean)$y))
(ay <- approx(x, y, xout = x, ties = "ordered")$y)
stopifnot(amy == c(1.5,1.5, 3, 5,5,5, 4.5,4.5, 2,2,2),
          ay  == c(2, 2,    3, 6,6,6, 4, 4,    1,1,1))
approx(x, y, xout = x, ties = min)$y
approx(x, y, xout = x, ties = max)$y
options(op) # revert 'warn'ing level