How can I do 1-D interpolation with INTERP1 to find the nearest value to the left of the point (i.e. a zero-order hold curve) in MATLAB?

I want to do 1-D interpolation such that the interpolated value for a given point will be equal to the value of the point which is closest and on the left (i.e., smalller than the given point) of the data set. 'Nearest' method of INTERP1 function does not work as I want since the nearest point might be to the right of (i.e., larger than) the given point.

Answer 1

[MathWorks Support Team]

The easiest and probably fastest way to achieve that is to use histc respectively histcounts.

Code example:

 

% create some example data
x=linspace(0,10,100);
y=sin(x);

% those are the query points
xi=linspace(1,9,50);

% use histcounts to get the locations
% of the nearest left neighbours
[~,~,bin]=histcounts(xi,x);

plot(x,y,'b*')
hold on
plot(xi,y(bin),'r*')

Note that you would have to add some guard when interpolating data points outside the range of x.

 

[John D'Errico]

I'd strongly suggest using histc instead of the loop and find here.