[julia-users] Irregular Interpolation

[Jude]

Hi,

I have been using the fantastic grid package by Tim Holy for the past while
but I really need to allow for a non-equally spaced grids. It is important
to have a bunch of points at some parts of the grid but not at others. I
was wondering if anyone knows of any package that allows for irregular
interpolation. I know it is possible to do this using Tim's package for one
dimension but I want to interpolate in 3 dimensions. Has there been any new
packages developed lately or does anyone know a fast way to do this?

Thank you

[Tim Holy]

For your problem, it looks like GridInterpolations.jl might do what you want.

--Tim

Post by Jude
Hi,
I have been using the fantastic grid package by Tim Holy for the past while
but I really need to allow for a non-equally spaced grids. It is important
to have a bunch of points at some parts of the grid but not at others. I
was wondering if anyone knows of any package that allows for irregular
interpolation. I know it is possible to do this using Tim's package for one
dimension but I want to interpolate in 3 dimensions. Has there been any new
packages developed lately or does anyone know a fast way to do this?
Thank you

[Nils Gudat]

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).

[Spencer Lyon]

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.

Post by Nils Gudat
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).

[Andrew]

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.

Post by Spencer Lyon
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.

Post by Nils Gudat
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).

[Luke Stagner]

I wrote some code that did Polyharmonic (Thin-plate) splines feel free to
use them https://github.com/tlycken/Interpolations.jl/issues/6

Post by Jude
Hi,
I have been using the fantastic grid package by Tim Holy for the past
while but I really need to allow for a non-equally spaced grids. It is
important to have a bunch of points at some parts of the grid but not at
others. I was wondering if anyone knows of any package that allows for
irregular interpolation. I know it is possible to do this using Tim's
package for one dimension but I want to interpolate in 3 dimensions. Has
there been any new packages developed lately or does anyone know a fast way
to do this?
Thank you

[Jude]

That's really helpful! I will have a look at all the packages you guys
referenced and see which one suits my problem best.

Thanks a lot!

Post by Luke Stagner
I wrote some code that did Polyharmonic (Thin-plate) splines feel free to
use them https://github.com/tlycken/Interpolations.jl/issues/6

Post by Jude
Hi,
I have been using the fantastic grid package by Tim Holy for the past
while but I really need to allow for a non-equally spaced grids. It is
important to have a bunch of points at some parts of the grid but not at
others. I was wondering if anyone knows of any package that allows for
irregular interpolation. I know it is possible to do this using Tim's
package for one dimension but I want to interpolate in 3 dimensions. Has
there been any new packages developed lately or does anyone know a fast way
to do this?
Thank you