Python package for Bayesian Change Point Segmentation
Project description
Bayesian Change Point Segmentation
Bayesian Change Point Segmentation (BCPS).
Install
If you dont already have numpy and scipy installed, it is best to download
Anaconda
, a python distribution that has them included.
https://continuum.io/downloads
Dependencies can be installed by:
pip install -r requirements.txt
PyPI install, presuming you have all its requirements installed:
pip install bcpseg
Usage
from bcpseg import bcpseg
import numpy as np
# Create data
np.random.seed(10)
x = np.random.random(300000)
x[10000:20000] = x[10000:20000] + 0.1
x[25000:27000] = x[25000:27000] - 1
# Calculate segments
segments = bcpseg(x)
for segment in segments:
print(segment)
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