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Package implementing the tail detection method detaild in the paper https://arxiv.org/abs/1805.10040.

Project description

# FindTheTail

Find The Tail is a procedure that is able to separate a given data set into subsets which belong to the body or the tail of an unknown underlying parent distribution. The data belonging to the tail are used to fit a generalized Pareto distribution as tail model.

## Documentation

The Documentation can be found [here](https://findthetail.readthedocs.io/en/latest/index.html)

## Requirements
  • numpy
  • scipy
  • jinja2
  • matplotlib

## Installing

pip install findthetail

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