INTERPOLATE - Interpolation and Extrapolation

Mohamad

October 27, 2016 15:34

Estimate the value of the function represented by (x,y) data set at an intermediate x-value.

Syntax

INTERPOLATE(X, Y, target, Method, extrapolate)

X

is the x-component of the input data table (a one-dimensional array of cells (e.g., rows or columns)).

Y

is the y-component (i.e., function) of the input data table (a one-dimensional array of cells (e.g., rows or columns)).

target

is the desired x-value(s) to interpolate for (a single value or a one-dimensional array of cells (e.g., rows or columns)).

Method

is the interpolation method (1 = Forward Flat, 2 = Backward Flat, 3 = Linear, 4 = Cubic Spline).

extrapolate

sets whether or not to allow extrapolation (1 = Yes, 0 = No). If missing, the default is to not allow extrapolation.

Value	Extrapolate
0	No (default).
1	Yes.

Warning

INTERPOLATE(.) function is deprecated as of version 1.68.4: use NxINTRPL(.) function instead.

The X and Y array sizes must be identical.
The X-array and Y-array both consist of numerical values. Dates in Excel are internally represented by numbers.
The values in the X-array can be unsorted and may have duplicate values.
In the case where X has duplicate values, INTERPOLATE will replace those duplicate values with a single entry, setting the corresponding y-value equal to the average.
The X and/or Y arrays may have missing values (#N/A). In this case, INTERPOLATE will remove those entries.
For cubic spline interpolation, we construct a set of natural cubic splines that are twice continuously differentiable functions to yield the least oscillation about the function f which is interpolated.

Kincaid, David; Ward Cheney (2002). Numerical Analysis (3rd edition). Brooks/Cole. ISBN 0-534-38905-8. Chapter 6.
Ahlberg, Nielson, and Walsh, The Theory of Splines and Their Applications, 1967.