numpy/numpy — pull request #4302 by charris (2014-02-16 18:45:10+00:00)
Title: BUG: Make interp return NaN at NaN interpolation points.

A NaN interpolation point was interpreted as out of bounds on the left
side, hence the value of the left parameter in the function call was
returned.

>>> np.interp(np.nan, [-10, 10], [-2, 2])
-2.0

NaN is a better choice.

Closes #605.