That sounds useful. I've been using Dierckx for my economics work to get interpolation on nonlinear grids, but it only goes to 2D. I haven't yet had the need for anything higher, but it's good to know there's stuff out there.
On Wednesday, July 29, 2015 at 1:49:28 PM UTC-4, Spencer Lyon wrote: > > 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). >> >
