interpolation with python numpy

Question

I have an array of samples y, and corresponding x values. Some y-values may be missing and I'd like to use linear interpolation to compute them. What is the best way of doing it with python (I'm using numpy arrays). If you could provide me a sample code that would be great.

thanks

Answer 1

See the interpolation method in the numpy documentation that has examples:

http://docs.scipy.org/doc/numpy/reference/generated/numpy.interp.html

There are also a more extensive set of methods available through scipy:

http://docs.scipy.org/doc/scipy/reference/interpolate.html

Answer 2

I couldn't find anything similar to Matlab's fast interpn function, so I coded one myself:

https://github.com/fejikso/interpolator

It requires the data to be in a grid, but the coordinates don't need to be equally spaced.