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pythonpiecewise

How to get piecewise linear function in Python

I would like to get piecewise linear function from set of points. Here is visual example:

import matplotlib.pyplot as plt
x = [1,2,7,9,11]
y = [2,5,9,1,11]
plt.plot(x, y)
plt.show()

piecewise illustration

So I need a function that would take two lists and would return piecewise linear function back. I do not need regression or any kind of least square fit.

I can try to write it myself, but wonder if there is something already written. So far, I only found code returning regression

Solution

  • try np.interp. It interpolates the values.

    Here is a small example.

    >>> import matplotlib.pyplot as plt
>>> import numpy as np

>>> x = [1,2,7,9,11]
>>> y = [2,5,9,1,11]

>>> np.interp([1.5, 3], x, y)
array([ 3.5,  5.8])

    A caution note is to make sure for the sample points, make sure the x increases.