dividedDifference

dividedDifference(X, Y, resampleRule, [closed='left'], [origin='start_day'], [outputX=false])

X is a strictly increasing vector of temporal type.

Y is a numeric vector of the same length as X.

resampleRule is a string. See the parameter rule of function resample for the optional values.

closed and origin are the same as the parameters closed and origin of function resample.

outputX is a Boolean value indicating whether to output the resampled X. The default value is false.

Resample X based on the specified resampleRule, closed and origin. Perform divided difference interpolation on Y based on the resampled X.

If outputX is unspecified, return a vector of Y after the interpolation.

If outputX=true, return a tuple where the first element is the vector of resampled X and the second element is a vector of Y after the interpolation.

dividedDifference([2016.02.14 00:00:00, 2016.02.15 00:00:00, 2016.02.16 00:00:00], [1.0, 2.0, 4.0], resampleRule=`60min);

// output
[1,1.0217,1.0451,1.0703,1.0972,1.1259,1.1562,1.1884,1.2222,1.2578,
1.2951,1.3342,1.375,1.4175,1.4618,1.5078,1.5556,1.605,1.6562,1.7092,
1.7639,1.8203,1.8785,1.9384,2,2.0634,2.1285,2.1953,2.2639,2.3342,
2.4062,2.48,2.5556,2.6328,2.7118,2.7925,2.875,2.9592,3.0451,3.1328,
3.2222,3.3134,3.4062,3.5009,3.5972,3.6953,3.7951,3.8967,4]