interpolating option volatility in R

Question

I have a bunch of deltas and option implied vols at those deltas. I would like to interpolate them in R. I was thinking of simply doing the following:

#first convert everything to moneyness type measure
sample_delta = c(seq(-.5, -.05, by=.05), seq(.05, .55, by=.05))
sample_vols = runif(n = length(sample_delta)) #some made up vols
d1 = ifelse(sample_delta <0, qnorm(sample_delta +1), qnorm(sample_delta ))
s = spline(d1, sample_vols)

The issue is that I have to go back and forth converting between d1 and delta when at the end of the day I just want things to be in standardized delta space. Does R have any packages to do this? FOr example quantmod or something of the sort.