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Estimators and analysis for extreme value theory (EVT)

Project description

Estimators and analysis for extreme value theory (EVT). The package is structured as follows. Example notebooks are provided as links.


Documentation is provided here. Example notebooks are provided here.


Releases are made available on PyPi. The recommended installation method is via pip:

pip install evt

For a development setup, the requirements are in dev-requirements.txt. Subsequently, the repo can be locally pip-installed.

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