pwlreg - Piecewise Linear Regression

pwlreg is a scikit-learn-compatible implementation of Piecewise Linear Regression.

Installation

With pip

pip install pwlreg

Usage

See the quickstart guide to get started with pwlreg.

import numpy as np
import matplotlib.pyplot as plt

import pwlreg as pw


x = np.array([1., 2., 3., 4., 5., 6., 7., 8., 9., 10.])
y = np.array([1., 1.5, 0.5, 1., 1.25, 2.75, 4, 5.25, 6., 8.5])

m = pw.AutoPiecewiseRegression(n_segments=2, degree=[0, 1])
m.fit(x, y)

xx = np.linspace(1, 10, 100)
plt.plot(x, y, "o")
plt.plot(xx, m.predict(xx), "-")
plt.show()