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Add PCHIP interpolation - #7265
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david-bentley wants to merge 2 commits into
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Description
Exposes PCHIP (Piecewise Cubic Hermite Interpolating Polynomial) interpolation, just calling down into RegularGridInterpolator from scipy.
I'm not sure that adding into the generic interpolator is the best place for this, as I think the use case is really more for vertical interpolation. But proposing to generate discussion.
As an example, here is a vertical wind profile interpolated using linear (black) vs PCHIP (blue):
The motivation is to avoid the discontinuities in (the derivative of) the wind profile.
Checklist
Important
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(further reading)