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Piecewise Linear Fits to Noisy Data

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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:

Fit to sample A data

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

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