spline-regression
Just my notes and code for learning spline / piecewise regression and Julia.
Contents
- Piecewise regression - An introduction to piecewise constant, piecewise linear, and piecewise cubic regression models. We also look at parameter estimation.
- Bayesian inference on piecewise regression models - Building upon the previous notebook, we look at how to do Bayesian parameter estimation on the piecewise models.
- Basis functions and linear models - Now we move on to see how the piecewise regression models can be seen as trusty linear modelling (as in y=Xβ) by the use of basis functions.