/uncertain_linear_interpolation

Propagate uncertainties through linear interpolation over irregular grids.

Primary LanguagePythonMIT LicenseMIT

uncertain_linear_interpolation

Propagate uncertainties through linear interpolation over irregular grids.

Notes:

  • Linear piecewise barycentric interpolation in N>2 dimensions using Delauney triangulation
  • Identical to scipy.interpolate.LinearNDInterpolator but incorporates propagation of uncertainties through the interpolation
  • Much slower than scipy.interpolate.LinearNDInterpolator since scipy uses just-in-time compilation, while this code does not
  • IMPORTANT: The uncertainty propagation assumes that the value at each point are completely independent. Think carefully about this before you use it.

TODO: Still needs documentation finished.