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MathGroup Archive 2012

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ListInterpolate and missing values

  • To: mathgroup at smc.vnet.net
  • Subject: [mg124834] ListInterpolate and missing values
  • From: Mark Coleman <markspcoleman at gmail.com>
  • Date: Thu, 9 Feb 2012 05:34:51 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

Hi,

I'm looking for a way to linearly interpolate missing values in a
large list of numbers such that the interpolated values reflect the
size of the "gap" between non-missing values. For instance, say I have
the following list:

x={1,2,10,,12,2,6,6,,,12,22}

The list x has two gaps. A gap of size "1" at x[4], and a gap a size
"2" at x[10]-x[11]. I'm looking for a linear interpolation method such
that

x[4] = 11,

x[10]=8, x[11]=10

That is, each of the interpolated values is a constant increment
between the two surrouding non-missing values. My actually problem has
millions of such lists, where gaps are dispersed randomly (In thinking
about his more, missing endpoints could also be interpolated by
"extending" the line between the two succeeeding or preceeding
points).

I'm wondering if ListInterpolate can handle this sort of problem
directly? If not, any help would be much appreciated.

Cheers,

Mark



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