DataDog / piecewise

## Auto-archived due to inactivity. ## Functions for piecewise regression on time series data
BSD 3-Clause "New" or "Revised" License
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Coefficient values #12

Open arsine1996 opened 3 years ago

arsine1996 commented 3 years ago

Hi, thank you for an awesome package. I'm a bit confused with coefficient tuple, can you please explain what the first value means? coeffs=(-0.8576123780622642, 2.224791099812951)

StephenKappel commented 3 years ago

Hi @arsine1996 , the first value in the tuple is the y-intercept (the coefficient of the x^0 term).

The equation of the first segment in this plot would be y = -0.858 + 2.225x

example_regression

arsine1996 commented 3 years ago

Thank you a lot for the clarification. Is it possible to somehow access the p-values for the coefficients?

StephenKappel commented 3 years ago

PRs welcome :-) but the p-value is not currently saved anywhere.