What I am trying to do basically is translate this Matlab line:
slm = slmengine(x,y,'degree',1,'knots',numOfKnots,'plot','off');
to python.
So far I've found make_inter_spline which doesn't let me control how many knots there are, and make_lsq_spline which makes me calculate the knots before hand.
I have found this package called pwlf that solves the problem, even though it is very slow compared to anything from SciPy. To use it you can simply do
spline = pwlf.PiecewiseLinFit(x, y)
spline.fitfast(num_of_knots)
y_hat = spline.predict(x)
which was exactly what I was looking for.