Extreme Value Analysis (EVA) in Python
pyextremes
Extreme Value Analysis (EVA) in Python
Documentation: https://georgebv.github.io/pyextremes/
License: MIT
Support: ask a question or create an issue, any input is appreciated and would help develop the project
pyextremes is a Python library aimed at performing univariate Extreme Value Analysis (EVA). It provides tools necessary to perform a wide range of tasks required to perform EVA, such as:
Check out this repository with Jupyter notebooks used to produce figures for this readme and for the official documentation.
Get latest version from PyPI:
pip install pyextremes
Install with optional dependencies:
pip install pyextremes[full]
Get latest experimental build from GitHub:
pip install "git+https://github.com/georgebv/pyextremes.git#egg=pyextremes"
Get pyextremes for the Anaconda Python distribution:
conda install -c conda-forge pyextremes
Model diagnostic
Extreme value extraction
Trace plot
Corner plot
I wanted to give kudos to Jean Toilliez who has inspired me to develop this open-source project and who taught me a lot about the extreme value theory. Also big thanks to Max Larson who has introduced me to software development and statistics.