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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