change_evolution.py

def change_evolution(changes, offset=True):
    breaks, averages = changes
    # Creates a full series using the break points and using the average
    # of each regime
    avg_series = np.concatenate([[averages[i]] * (breaks[i + 1] - breaks[i]) 
                                 for i in range(len(averages))])
    # If offset, shifts the starting point to zero
    if offset:
        avg_series -= avg_series[0]
    # If the first break is other than zero, concatenates empty data at 
    # the start to make the array full size
    if breaks[0] > 0:
        avg_series = np.concatenate([[np.nan] * breaks[0], avg_series])
    return avg_series