piecewise-regression (aka segmented regression) in Python

Abstract

Piecewise regression (also known as segmented regression, broken-line regression, or break-point analysis) fits a linear regression model to data that includes one or more breakpoints where the gradient changes. The piecewise-regression Python package uses the approach described by Muggeo (Muggeo, 2003), where the breakpoint positions and the straight line models are simultaneously fit using an iterative method. This easy-to-use package includes an automatic comprehensive statistical analysis that gives confidence intervals for all model variables and hypothesis testing for the existence of breakpoints.