Hi all,

Let's say in a sequence of 1D data, there are NaN's(not a valid
number), how do I interpolate the sequence and fill in the gaps/holes
of NaN's? Easiest thing to do is a linear interpolation. But I am
hoping to find more sophisticated methods. Of course I can use GSL,
but I am not sure if it is efficient to link to a large library for
such a small piece of functionality...

Any suggestions? Thanks!