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hub / github.com/MarcusRainbow/QuantMath / nr_splint

Function nr_splint

src/math/interpolation.rs:418–431  ·  view source on GitHub ↗

Code adapted from Numerical Recipes in C. This is a large change, because the original also did the binary chop to find the interpolation point. Thus we pass in points rather than vectors. Calculates the interpolated value, given the pillar points, the second derivatives (from nr_spline) and the x value to interpolate.

(
    lo: (T, f64), hi: (T, f64), y2_lo: f64, y2_hi: f64, x: T)

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Callers 1

interpolateMethod · 0.85

Calls 1

interp_diffMethod · 0.45

Tested by

no test coverage detected