piecewise_linear_fit_py
piecewise_linear_fit_py copied to clipboard
support discontinuous linear regression
I have the same requirement. I would like to set an option for PiecewiseLinFit to use 'disconnected' segment edges at breakpoints. For my input data it would drastically improve the R2, allowing for actual "breaks" at breakpoints.
I tried looking into source code, but unfortunately, the code of library looks very complex for me to understand. If anyone can point me at the place where the modification should happen - it would be great.