PCHIPInterpolation.jl

PCHIP (Piecewise Cubic Hermite Interpolating Polynomial) spline interpolation of arbitrarily spaced one-dimensional data in Julia. This package is a fork of SimplePCHIP with some extra features.

PCHIP interpolation preserves monotonicity (i.e., it will not over- or undershoot monotonic data points). Continue reading for an example.

Summary

Create a PCHIP interpolator

using PCHIPInterpolation

xs = [0.0,  1.2,  2.0,  5.0, 10.0, 11.0]
ys = [2.0,  2.1,  1.0,  0.0,  0.0,  3.0]

itp = Interpolator(xs, ys)

Evaluate

y = itp(1.5) # At a single point
ys = itp.(xs) # At multiple points

Plot

using Plots

plot(itp, label="PCHIP")

Compute a definite integral

integral = integrate(itp, 1, 3) # Integral between 1 and 3.