Interpolations.jl could do that at one point, but the feature was “lost” in a major rewrite of the API that happened earlier this summer (see https://github.com/tlycken/Interpolations.jl/pull/31). Since then, Tim Holy added support for irregular grids ( https://github.com/tlycken/Interpolations.jl/pull/56) but linear extrapolation hasn’t been re-added yet.
I’m currently working on re-adding it; it will take two things to get it working. Firstly, an extrapolating wrapper object that handles the oob indexing, which I’m hoping to be able to push to a rebase of https://github.com/tlycken/Interpolations.jl/pull/50 later today. Secondly, we need a gradient method for the gridded interpolation object; should be quite trivial for the linear case, but it still needs to be written. If you want to take a stab at the gradient implementation, you can take a look at the corresponding code for B-Splines (on regular grids) here <https://github.com/tlycken/Interpolations.jl/blob/master/src/b-splines/indexing.jl> and see if you can add something similar for the irregular grid code here <https://github.com/tlycken/Interpolations.jl/blob/master/src/gridded/indexing.jl> . // T On Monday, August 31, 2015 at 2:57:19 PM UTC+2, Nils Gudat wrote: I thought that Interpolations.jl could do this (it's ticked off the feature > wishlist here: https://github.com/tlycken/Interpolations.jl/issues/5 > <https://www.google.com/url?q=https%3A%2F%2Fgithub.com%2Ftlycken%2FInterpolations.jl%2Fissues%2F5&sa=D&sntz=1&usg=AFQjCNEkRRtNYgGg6Tif7wP1CUI7ieQJJg>), > > but from what I understand this only works for regularly spaced data? >
