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Topic: simple nonuniform interpolation code (Read 1642 times) previous topic - next topic
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simple nonuniform interpolation code

I have a time series that is not uniformly sampled and a list of time points when each sample was recorded. In MATLAB I can trivially make them uniform with the spline function.  However I'd like to do this in c on windows without MATLAB. Does anyone have a reasonably fast bit of code for doing this that is more accurate then just doing linear interpolation?

 

simple nonuniform interpolation code

Reply #1
Numerical recipes in c has spline and is freely downloadable.

There's an implementation of their spline here: http://sourceforge.net/p/sox/code/ci/maste...effects_i_dsp.c
that you can use but you might still need to refer to the text for usage info (how to handle the ends mainly).