commons-math-interpolation

This package is a partial TypeScript port of the interpolation classes of the Apache Commons Math library, with some extensions.

The following forms of interpolation are implemented:

• Akima cubic spline interpolation
• Natural cubic spline interpolation
• Linear interpolation
• Nearest neighbor interpolation

The interpolators work on a dataset of x/y points (knots) and return a function f(x).

Additionally, a local regression algorithm is implemented that can be used in conjunction with the above interpolators.

• LOESS/LOWESS local regression

Interpolation demo: www.source-code.biz/snippets/typescript/akima LOESS demo: www.source-code.biz/snippets/typescript/loess NPM package: commons-math-interpolation

Usage

An example program is in the examples directory.

For Akima:

import {createAkimaSplineInterpolator} from "commons-math-interpolation";

const f = createAkimaSplineInterpolator([0, 1, 3, 4, 7], [2, 5, 4, 1, 3]);
console.log(f(2.5));

The LOESS functions and types are imported from the Loess module:

import {createLoessInterpolator} from "commons-math-interpolation/Loess";

const f = createLoessInterpolator({xVals, yVals, bandwidthFraction: 0.3});

Modules

| Module | Description | | ------ | ------ | | Akima | Akima cubic spline interpolation. | | BasicInterpolators | Dispatcher for the basic interpolation methods (without LOESS). | | Cubic | Natural cubic spline interpolation. | | Index | Main entry point of the package. | | Linear | Linear interpolation. | | Loess | LOESS/LOWESS local regression. | | NearestNeighbor | Nearest neighbor interpolation. | | Utils | Utility functions and types used by the other modules of this package. |