segreg 0.0.3

Segmented regression models

segreg is a Python module for segmented regression.

Segmented regression models are defined as having breakpoints where the functional form changes. This project is currently limited in scope to the case of piecewise-linear and continuous univariate models with at most two breakpoints.

The segreg code fits segmented regression models to data using an exact algorithm due to Hudson. The primary implementation is based on cython. Alternative implementations are also provided in pure python, with or without numba.

Releases

This is a pre-release. Further small changes will be made before the code is considered available for general use.

Installation

pip install segreg

We strongly recommended using a virtual environment (venv), or a conda environment, to avoid possible conflicts with other packages or other issues.

License

segreg is licensed under a BSD-3-Clause License. See LICENSE.

Documentation

For a technical overview of Segmented Regression and algorithms used in segreg, see segmented_regression.pdf.

Code documentation and a user guide shall be forthcoming.

Development Setup

To build core modules, run this:

python setup.py build_ext --inplace

This builds C code which has already been generated using cython. As such, there is no direct cython dependency.