[SciPy-user] spline interpolation

[Jordan Dawe]

Robert Kern wrote:

Jordan Dawe wrote:

I've been looking at scipy's interpolation routines and I can't make
heads or tails of them.  I just want to do a spline interp1d like matlab
does.  Is there any way to do this?


I don't know exactly what features you want from Matlab's interp1d, but you
probably want scipy.interpolate.UnivariateSpline.

 I want a cubic spline fit that passes through every point it is fit to.  I
haven't been able to figure out how to make UnivariateSpline do this; it
goes near the points, but is not constrained to satisfy the points exactly.
Matlab does this by a series of piecewise spline interpolations that are
continuous in the first two derivatives at each data point.

Matlab's man page:

http://www.mathworks.com/access/helpdesk/help/techdoc/ref/index.html?/access/helpdesk/help/techdoc/ref/interp1.html

I believe it is essentially implementing the cubic spline interpolation
algorithm from Numerical Recipes:

http://www.nrbook.com/a/bookcpdf/c3-3.pdf

Jordan
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