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Add boundary condition for interpolation #41

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Add boundary condition for interpolation #41

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4 changes: 2 additions & 2 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -95,5 +95,5 @@ ik = InterpKDE(k)
pdf(ik, x)
```

`InterpKDE` will pass any extra arguments to `interpolate`.

`InterpKDE` can take a boundary condition that is passed to `extrapolate`
and any extra arguments are passed to `interpolate`.
12 changes: 7 additions & 5 deletions src/interp.jl
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Original file line number Diff line number Diff line change
@@ -1,4 +1,4 @@
import Interpolations: interpolate
import Interpolations: interpolate, ExtrapDimSpec

type InterpKDE{K,I} <: AbstractKDE
kde::K
Expand All @@ -7,20 +7,22 @@ type InterpKDE{K,I} <: AbstractKDE
end


function InterpKDE(kde::UnivariateKDE, opts...)
function InterpKDE(kde::UnivariateKDE, extrap::Union{ExtrapDimSpec, Number}, opts...)
itp_u = interpolate(kde.density, opts...)
itp_u = extrapolate(itp_u, extrap)
itp = scale(itp_u, kde.x)
InterpKDE{typeof(kde),typeof(itp)}(kde, itp)
end
InterpKDE(kde::UnivariateKDE) = InterpKDE(kde, BSpline(Quadratic(Line())), OnGrid())
InterpKDE(kde::UnivariateKDE) = InterpKDE(kde, NaN, BSpline(Quadratic(Line())), OnGrid())


function InterpKDE(kde::BivariateKDE, opts...)
function InterpKDE(kde::BivariateKDE, extrap::Union{ExtrapDimSpec, Number}, opts...)
itp_u = interpolate(kde.density,opts...)
itp_u = extrapolate(itp_u, extrap)
itp = scale(itp_u, kde.x, kde.y)
InterpKDE{typeof(kde),typeof(itp)}(kde, itp)
end
InterpKDE(kde::BivariateKDE) = InterpKDE(kde::BivariateKDE, BSpline(Quadratic(Line())), OnGrid())
InterpKDE(kde::BivariateKDE) = InterpKDE(kde::BivariateKDE, NaN, BSpline(Quadratic(Line())), OnGrid())

pdf(ik::InterpKDE,x::Real...) = ik.itp[x...]
pdf(ik::InterpKDE,xs::AbstractVector) = [ik.itp[x] for x in xs]
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