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MathGroup Archive 2012

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Re: ListInterpolate and missing values

  • To: mathgroup at smc.vnet.net
  • Subject: [mg124871] Re: ListInterpolate and missing values
  • From: Ray Koopman <koopman at sfu.ca>
  • Date: Fri, 10 Feb 2012 05:53:36 -0500 (EST)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com
  • References: <jh07i4$hq6$1@smc.vnet.net>

On Feb 9, 2:35 am, Mark Coleman <markspcole... at gmail.com> wrote:
> 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

x = {1,2,10,,12,2,6,6,,,12,22};
p = Position[x, Null]
x[[Flatten@p]] = Interpolation[Delete[
   Transpose@{Range@Length@x,x}, p], InterpolationOrder->1] @@@ p
x

{{4},{9},{10}}
{11,8,10}
{1,2,10,11,12,2,6,6,8,10,12,22}



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