Module `Algostream_time_series.Interpolate`

Gap-filling for timestamped series.

Three strategies:

Forward_fill: use the last known value to fill rows where validity = 0.
Linear: linearly interpolate between the surrounding valid rows.
Leave_nan: write Float.nan into the column at invalid rows; leave validity untouched.

Interpolation across a feed-down gap is forbidden — callers can pre-mark such ranges by setting validity to 2 (gap-protected) and the interpolators will leave them alone.

type strategy =

| Forward_fill
| Linear
| Leave_nan

val fill_in_place : 
  validity:
    (int, Stdlib.Bigarray.int8_unsigned_elt, Stdlib.Bigarray.c_layout)
      Stdlib.Bigarray.Array1.t ->
  col:
    (float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout)
      Stdlib.Bigarray.Array1.t ->
  strategy:strategy ->
  int

Apply strategy to a single column in-place. Returns the number of cells filled.