How can I perform a piecewise linear fit to data?
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I have y-axis data that varies linearly in three regions over 0-1 on the x-axis. I would like to obtain a simple piecewise linear fit to get the 2-break points and the three linear fits. Is there a function that I could use? I have found nlhw that might do it, but I cannot figure out how to use it from the documentation. Would appreciate any help in using it or any other alternative.
回答 (2 件)
Image Analyst 2015 年 5 月 19 日
Do you have the location of the breakpoints? If so, simply use polyfit(). If not, then you should fit a line through some number of points, like 3 or 5, and scan that across your data. You can get the estimates slope at every location. Then plot the slopes and look for where it changes a lot. You can use diff() to find out where the slope changes substantially. Attach some sample data if you want people to kindly help you by writing code for you.