Commons Math Interpolation – Akima, Cubic Spline and LOESS for TypeScript

This package is a partial TypeScript port of the interpolation classes of the Apache Commons Math library, with some extensions.

The following forms of interpolation are implemented:

• Akima cubic spline interpolation
• Natural cubic spline interpolation
• Linear interpolation
• Nearest neighbor interpolation

The interpolators work on a dataset of x/y points (knots) and return a function f(x).

Additionally, a local regression algorithm is implemented that can be used in conjunction with the above interpolators.

• LOESS/LOWESS local regression

Interpolation demo: www.source-code.biz/snippets/typescript/akima
LOESS demo: www.source-code.biz/snippets/typescript/loess
NPM package: commons-math-interpolation

Usage

An example program is in the examples directory.

Example for Akima interpolation:

import {createAkimaSplineInterpolator} from "commons-math-interpolation";

const f = createAkimaSplineInterpolator([0, 1, 3, 4], [2, 5, 4, 1]);
console.log(f(2.5));

The LOESS functions and types are imported from the Loess module:

import {createLoessInterpolator} from "commons-math-interpolation/Loess";

const f = createLoessInterpolator({xVals, yVals, bandwidthFraction: 0.3});

Modules

Module	Description
Akima	Akima cubic spline interpolation.
BasicInterpolators	Dispatcher for the basic interpolation methods (without LOESS).
Cubic	Natural cubic spline interpolation.
Index	Main entry point of the package.
Linear	Linear interpolation.
Loess	LOESS/LOWESS local regression.
NearestNeighbor	Nearest neighbor interpolation.
Utils	Utility functions and types used by the other modules of this package.