Interpolate data with known discontinuities
1 Star
Updated Last
2 Years Ago
Started In
December 2017


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.