| 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). - Forward Flat
- Backward Flat
- Linear
- 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
-
- The X and Y array sizes must be identical.
- The X-array and Y-array both consist of numerical values. Dates in Excel are internally represented by numbers.
- The values in the X-array can be unsorted and may have duplicate values.
- 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.
- The X and/or Y arrays may have missing values (#N/A). In this case, INTERPOLATE will remove those entries.
- 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). - Forward Flat
- Backward Flat
- Linear
- 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
-
- The pXData and pYData array sizes must be identical.
- The X-array and Y-array both consist of numerical values. Dates in Excel are internally represented by numbers.
- The values in the X-array can be unsorted and may have duplicate values.
- 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.
- The X and/or Y arrays may have missing values (#N/A). In this case, INTERPOLATE will remove those entries.
- 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
