..__Interpolation

InterpolationΒΆ

There are several vtools functions for interpolation, which complement Pandas. The main contributions are:

  • The function vtools.functions.interpolate.interpolate_to_index() interpolates from one time series to another index based on time. This is particularly useful when the destination times are irregular or clipped.

  • The function vtools.functions.interpolate.mspline() provides a local spline that is exact, monotonicity/shape preserving and accurate.

  • The function vtools.functions.interpolate.rhistinterp() is a spline with tension that is useful for interpolating PeriodIndex data to a regular, DatetimeIndex while maintaining integral quantities (volumes) within each period (gaussian smoothing can be used but it only maintains global mass).

  • The helper function gap_size which can provide the size of gaps (in time or number of steps).