pwlfit 0.2.0

Package for piecewise linear fitting of noisy data

Piecewise Linear Fits to Noisy Data

Use this package to perform efficient piecewise linear fits to noisy data.

Installation

Install the latest released version from pypi using:

pip install pwlfit

The required dependencies are numpy, scipy, yaml.

The changes with each version are documented here.

Quick Start

Fit some sample data included in this package using:

from pwlfit.util import read_sample_data
from pwlfit.grid import Grid
from pwlfit.driver import PWLinearFitter

x, y, ivar = read_sample_data('A')
grid = Grid(x, ngrid=100)

fitter = PWLinearFitter(grid)

fit = fitter(y, ivar)

plt.plot(x, y, '.')
plt.plot(fit.xknots, fit.yknots, 'o-');

to produce this plot:

For more details see the Quickstart notebook: readonly or live (via google colab).