Contents

module TimeSeriesMath
  module LinearInterpolation
    include ElemwiseOperators
    # Returns interpolated value.
    #
    def [](t)
      i0, i1 = indices_at(t)
      return first[1] if i0.nil?
      return last[1] if i1.nil?

      k = (t - @data[i0][0]) / (@data[i1][0] - @data[i0][0])
      diff_value = elemwise_sub(@data[i1][1], @data[i0][1])
      elemwise_add(@data[i0][1], elemwise_mul_scalar(k, diff_value))
    end
  end
end # module TimeSeriesMath

Version data entries

1 entries across 1 versions & 1 rubygems

Version	Path
time_series_math-0.1.1	lib/time_series_math/linear_interpolation.rb