bcpseg 1.0.0

Python package for Bayesian Change Point Segmentation

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)