using output of scipy.interpolate.UnivariateSpline later in python or in Matlab without needing original datapoints

7
votes

I'm using scipy.interpolate.UnivariateSpline to smoothly interpolate a large amount of data. Works great. I get an object which acts like a function.

Now I want to save the spline points for later and use them in Matlab (and also Python, but that's less urgent), without needing the original data. How can I do this?

In scipy I have no clue; UnivariateSpline does not seem to offer a constructor with the previously-computed knots and coefficients.

In MATLAB, I've tried the Matlab functions spline() and pchip(), and while both come close, they have errors near the endpoints that look kind of like Gibbs ears.

Here is a sample set of data that I have, in Matlab format:

splinedata = struct('coeffs',[-0.0412739180955273 -0.0236463479425733 0.42393753107602 -1.27274336116436 0.255711720888164 1.93923263846732 -2.30438927604816 1.02078680231079 0.997156858475075 -2.35321792387215 0.667027554745454 0.777918416623834],...
 'knots',[0 0.125 0.1875 0.25 0.375 0.5 0.625 0.75 0.875 0.9999],...
 'y',[-0.0412739180955273 -0.191354308450615 -0.869601364377744 -0.141538578624065 0.895258135865578 -1.04292294390242 0.462652465278345 0.442550440125204 -1.03967756446455 0.777918416623834])

The coefficients and knots are the result of calling get_coeffs() and get_knots() on the scipy UnivariateSpline. The 'y' values are the values of the UnivariateSpline at the knots, or more precisely:

 y = f(f.get_knots())

where f is my UnivariateSpline.

How can I use this data to make a spline that matches the behavior of the UnivariateSpline, without having to use the Curve-Fitting Toolbox? I don't need to do any data fitting in Matlab, I just need to know how to construct a cubic spline from knots/coefficients/spline values.

2
pythonmatlabscipyspline
I don't know if this helps, but a UnivariateSpline object at least seems to be pickleable, in case you wanted to re-use your fit in Python. – ali_m
A detailed answer to the OP's question is posted at stackoverflow.com/questions/22488637/…. This answer provides a means of manually evaluating the spline knots and coefficients, so that the OP can try to match them up to the inputs used by other programs. – nzh

2 Answers

7
votes

You can do it by using the functions _eval_args() and _from_tck() from the class UnivariateSpline. The first one gives returns the spline parameters, which you can store and later create a similar spline object using the the second one.

Here is an example:

import numpy as np
import matplotlib.pyplot as plt
from scipy.interpolate import UnivariateSpline

x = np.linspace(-3, 3, 50)
y = np.exp(-x**2) + 0.1 * np.random.randn(50)

spl1 = UnivariateSpline(x, y, s=.5)

xi = np.linspace(-3, 3, 1000)

tck = spl1._eval_args

spl2 = UnivariateSpline._from_tck(tck)

plt.plot(x, y, 'ro', ms=5, label='data')
plt.plot(xi, spl1(xi), 'b', label='original spline')
plt.plot(xi, spl2(xi), 'y:', lw=4, label='recovered spline')

plt.legend()
plt.show()

enter image description here

1
votes

In scipy, try scipy.interpolate.splev, which takes

tck: a sequence ... containing the knots, coefficients, and degree of the spline.

Added: the following python class creates spline functions: init with (knots, coefs, degree), then use it just like spline functions created by UnivariateSpline( x, y, s ):

from scipy.interpolate import splev
    # http://docs.scipy.org/doc/scipy/reference/generated/scipy.interpolate.splev.html

class Splinefunc:
    """ splinef = Splinefunc( knots, coefs, degree )
        ...
        y = splinef( x )  # __call__

        19june untested
    """

    def __init__( self, knots, coefs, degree ):
        self.knots = knots
        self.coefs = coefs
        self.degree = degree

    def __call__( self, x ):
        return splev( x, (self.knots, self.coefs, self.degree ))