#7116 Add extrapolation options for linear interpolation tool.

ApplicationLibCode/Application/Tools/RiaInterpolationTools.cpp

@@ -40,7 +40,10 @@ bool almostEqual( double a, double b, double maxRelDiff = std::numeric_limits<do
 //--------------------------------------------------------------------------------------------------
 ///
 //--------------------------------------------------------------------------------------------------
-double RiaInterpolationTools::linear( const std::vector<double>& x, const std::vector<double>& y, double value )
+double RiaInterpolationTools::linear( const std::vector<double>& x,
+                                      const std::vector<double>& y,
+                                      double                     value,
+                                      ExtrapolationMode          extrapolationMode )
 {
     assert( x.size() == y.size() );
 
@@ -70,6 +73,17 @@ double RiaInterpolationTools::linear( const std::vector<double>& x, const std::v
             return y[0];
         else if ( almostEqual( value, x[x.size() - 1] ) )
             return y[x.size() - 1];
+
+        if ( extrapolationMode == ExtrapolationMode::CLOSEST )
+        {
+            return extrapolateClosestValue( x, y, value );
+        }
+        else if ( extrapolationMode == ExtrapolationMode::TREND )
+        {
+            return extrapolate( x, y, value );
+        }
+
+        assert( extrapolationMode == ExtrapolationMode::NONE );
         return std::numeric_limits<double>::infinity();
     }
 
@@ -94,6 +108,17 @@ double RiaInterpolationTools::extrapolate( const std::vector<double>& x, const s
     return y[0] + ( value - x[0] ) / ( x[1] - x[0] ) * ( y[1] - y[0] );
 }
 
+//--------------------------------------------------------------------------------------------------
+///
+//--------------------------------------------------------------------------------------------------
+double RiaInterpolationTools::extrapolateClosestValue( const std::vector<double>& x, const std::vector<double>& y, double value )
+{
+    if ( value <= x[0] )
+        return y[0];
+    else
+        return y[x.size() - 1];
+}
+
 //--------------------------------------------------------------------------------------------------
 ///
 //--------------------------------------------------------------------------------------------------

ApplicationLibCode/Application/Tools/RiaInterpolationTools.h

@@ -26,7 +26,17 @@
 class RiaInterpolationTools
 {
 public:
-    static double linear( const std::vector<double>& x, const std::vector<double>& y, double value );
+    enum class ExtrapolationMode
+    {
+        NONE,
+        CLOSEST,
+        TREND
+    };
+
+    static double linear( const std::vector<double>& x,
+                          const std::vector<double>& y,
+                          double                     value,
+                          ExtrapolationMode          extrapolationMode = ExtrapolationMode::NONE );
 
     // Interpolate/extrapolate away inf values in y vector.
     static void interpolateMissingValues( const std::vector<double>& x, std::vector<double>& y );
@@ -47,4 +57,5 @@ private:
     static int    findNextDataPoint( const std::vector<double>& values, int index );
     static int    findPreviousDataPoint( const std::vector<double>& values, int index );
     static double extrapolate( const std::vector<double>& x, const std::vector<double>& y, double value );
+    static double extrapolateClosestValue( const std::vector<double>& x, const std::vector<double>& y, double value );
 };

ApplicationLibCode/UnitTests/RiaInterpolationTools-Test.cpp

@@ -81,7 +81,46 @@ TEST( RiaInterpolationToolsTest, ValidIntervalValueTooHigh )
 //--------------------------------------------------------------------------------------------------
 ///
 //--------------------------------------------------------------------------------------------------
-TEST( RiaInterpolationToolsTest, InterpolateMisssingValuesStraightLine )
+TEST( RiaInterpolationToolsTest, ValidIntervalValueTooHighExtrapolationClosest )
+{
+    std::vector<double> x = { 0.0, 1.0 };
+    std::vector<double> y = { 0.0, 2.0 };
+
+    // Outside interval on high side
+    double res = RiaInterpolationTools::linear( x, y, 100.0, RiaInterpolationTools::ExtrapolationMode::CLOSEST );
+    EXPECT_DOUBLE_EQ( 2.0, res );
+}
+
+//--------------------------------------------------------------------------------------------------
+///
+//--------------------------------------------------------------------------------------------------
+TEST( RiaInterpolationToolsTest, ValidIntervalValueTooLowExtrapolationClosest )
+{
+    std::vector<double> x = { 0.0, 1.0 };
+    std::vector<double> y = { 0.0, 2.0 };
+
+    // Outside interval on low side
+    double res = RiaInterpolationTools::linear( x, y, -1.0, RiaInterpolationTools::ExtrapolationMode::CLOSEST );
+    EXPECT_DOUBLE_EQ( 0.0, res );
+}
+
+//--------------------------------------------------------------------------------------------------
+///
+//--------------------------------------------------------------------------------------------------
+TEST( RiaInterpolationToolsTest, ValidIntervalValueTooLowExtrapolationTrend )
+{
+    std::vector<double> x = { 0.0, 1.0 };
+    std::vector<double> y = { 0.0, 2.0 };
+
+    // Outside interval on low side
+    double res = RiaInterpolationTools::linear( x, y, -1.0, RiaInterpolationTools::ExtrapolationMode::TREND );
+    EXPECT_DOUBLE_EQ( -2.0, res );
+}
+
+//--------------------------------------------------------------------------------------------------
+///
+//--------------------------------------------------------------------------------------------------
+TEST( RiaInterpolationToolsTest, InterpolateMissingValuesStraightLine )
 {
     double              inf = std::numeric_limits<double>::infinity();
     std::vector<double> x   = { 0.0, 1.0, 2.0, 3.0, 4.0, 5.0 };