approximate a timeseries using the nearest neighbour

extends approx which always takes the right or left neighbour or the weighted mean between both if f>0<1

Usage

ApproxNearest(x, y, xout, rule = 1)

Arguments

x

numeric vector giving the coordinates of the points to be interpolate

y

corresponding y values

xout

set of numeric values specifying where interpolation is to take place.

rule

an integer (of length 1 or 2) describing how interpolation is to take place outside the interval see ?approx

Value

a list with components 'x' and 'y', containing length(xouth) coordinates which interpolate the given data points

Author

Thomas Laepple

Examples

x<-1:10
y<-1:10
xout<-seq(from=0,to=11,by=0.01)
plot(x,y,type="b",pch=19,xlim=range(xout))
result<-ApproxNearest(x,y,xout)
lines(result,col="red")