smile.interpolation

Interface Interpolation

All Known Implementing Classes:

AbstractInterpolation, CubicSplineInterpolation1D, KrigingInterpolation1D, LinearInterpolation, RBFInterpolation1D, ShepardInterpolation1D

public interface Interpolation

In numerical analysis, interpolation is a method of constructing new data points within the range of a discrete set of known data points. In engineering and science one often has a number of data points, as obtained by sampling or experimentation, and tries to construct a function which closely fits those data points. This is called curve fitting or regression analysis. Interpolation is a specific case of curve fitting, in which the function must go exactly through the data points.

Method Summary

Modifier and Type	Method and Description
double	interpolate(double x) Given a value x, return an interploated value.

Method Detail

interpolate

double interpolate(double x)

Given a value x, return an interploated value.