segreg.model.TwoBkptSegRegEstimator.fit

TwoBkptSegRegEstimator.fit(indep, dep)[source]

Fit the model to the given data.

Parameters

  • indep (array-like of shape (num_data,)) – The independent data. Also called predictor, explanatory variable, regressor, or exogenous variable.

  • dep (array-like of shape (num_data,)) – The dependent data. Also called response, regressand, or endogenous variable.

Returns

params – The estimated parameters. The returned parameters are, in order,

[u1, v1, u2, v2, m1, m2, sigma].

Return type

array of shape (num_params,)