NDK_INTERPOLATE

int __stdcall NDK_INTERPOLATE ( double *  X,
size_t  Nx,
double *  Y,
size_t  Ny,
double *  XT,
size_t  Nxt,
WORD  nMethod,
BOOL  extrapolate,
double *  YVals,
size_t  Nyvals 
)

estimate the value of the function represented by (x,y) data set at an intermediate x-value.

Returns
status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
Parameters
[in] X is the x-component of the input data table (a one dimensional array)
[in] Nx is the number of elements in X
[in] Y is the y-component of the input data table (a one dimensional array)
[in] Ny is the number of elements in Y
[in] XT is the desired x-value(s) to interpolate for (a single value or a one dimensional array).
[in] Nxt is the number of elements in XT
[in] nMethod is the interpolation method (1=Forward Flat, 2=Backward Flat, 3=Linear, 4=Cubic Spline).
  1. Forward Flat
  2. Backward Flat
  3. Linear
  4. Cubic Spline
[in] extrapolate sets whether or not to allow extrapolation (1=Yes, 0=No). If missing, the default is to not allow extrapolation
[out] YVals is the output buffer to store the interpolated values
[in] Nyvals is the number of elements in YVals (must equal to Nxt).
Remarks
  1. The X and Y array sizes must be identical.
  2. The X-array and Y-array both consist of numerical values. Dates in Excel are internally represented by numbers.
  3. The values in the X-array can be unsorted and may have duplicate values.
  4. In the case where X has duplicate values, INTERPOLATE will replace those duplicate values with a single entry, setting the corresponding y-value equal to the average.
  5. The X and/or Y arrays may have missing values (#N/A). In this case, INTERPOLATE will remove those entries.
  6. For cubic spline interpolation, we construct a set of natural cubic splines that are twice continuously differentiable functions to yield the least oscillation about the function f which is found by interpolation in Excel.
Requirements
Header SFSDK.H
Library SFSDK.LIB
DLL SFSDK.DLL
Namespace:  NumXLAPI
Class:  SFSDK
Scope:  Public
Lifetime:  Static
int NDK_INTERPOLATE ( double[]  pXData,
UIntPtr  nXSize,
double[]  pYData,
UIntPtr  nYSize,
double[]  pXTargets,
UIntPtr  nXTargetSize,
short  nMethod,
bool  allowExtrp,
double[]  pYTargets,
UIntPtr  nYTargetSize 
)

estimate the value of the function represented by (x,y) data set at an intermediate x-value.

Return Value

a value from NDK_RETCODE enumeration for the status of the call. 

NDK_SUCCESS  operation successful
Error  Error Code
Parameters
[in] pXData is the x-component of the input data table (a one dimensional array)
[in] nXSize is the number of elements in pXData
[in] pYData is the y-component of the input data table (a one dimensional array)
[in] nYSize is the number of elements in pYData
[in] pXTargets is the desired x-value(s) to interpolate for (a single value or a one dimensional array).
[in] nXTargetSize is the number of elements in pXTargets
[in] nMethod is the interpolation method (1=Forward Flat, 2=Backward Flat, 3=Linear, 4=Cubic Spline).
  1. Forward Flat
  2. Backward Flat
  3. Linear
  4. Cubic Spline
[in] allowExtrp sets whether or not to allow extrapolation (1=Yes, 0=No). If missing, the default is to not allow extrapolation
[out] pYTargets is the output buffer to store the interpolated values
[in] nYTargetSize is the number of elements in YVals (must equal to Nxt).
Remarks
  1. The pXData and pYData array sizes must be identical.
  2. The X-array and Y-array both consist of numerical values. Dates in Excel are internally represented by numbers.
  3. The values in the X-array can be unsorted and may have duplicate values.
  4. In the case where X has duplicate values, INTERPOLATE will replace those duplicate values with a single entry, setting the corresponding y-value equal to the average.
  5. The X and/or Y arrays may have missing values (#N/A). In this case, INTERPOLATE will remove those entries.
  6. For cubic spline interpolation, we construct a set of natural cubic splines that are twice continuously differentiable functions to yield the least oscillation about the function f which is found by interpolation in Excel.
Exceptions
Exception Type Condition
None N/A
Requirements
Namespace NumXLAPI
Class SFSDK
Scope Public
Lifetime Static
Package NumXLAPI.DLL
Examples
	
References
* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848