Function interpn_alloc 

pub fn interpn_alloc<T: Float + Send + Sync>(
    grids: &[&[T]],
    vals: &[T],
    obs: &[&[T]],
    out: Option<Vec<T>>,
    method: GridInterpMethod,
    assume_grid_kind: Option<GridKind>,
    linearize_extrapolation: bool,
    check_bounds_with_atol: Option<T>,
    max_threads: Option<usize>,
) -> Result<Vec<T>, &'static str>

Allocating variant of interpn. It is recommended to pre-allocate outputs and use the non-allocating variant whenever possible.