A simple interface for interpolations on timeseries with first order discontinuities (using Dierckx.jl).
The module exports one new type, PiecewiseSpline1D, and extends one function, append!().
PiecewiseSpline1D(times::Vector, values::Vector, jumps::Vector)
Construct a spline interpolation which takes into account discontinuties listed in jumps.
Any PiecewiseSpline1D object p can be called as a function, i.e. p(t).
append!(p::PiecewiseSpline1D, new_times, new_values, new_jumps)
Extend an existing spline p with new data.
A practical example can be found in our demo notebook.