Extreme Value Analysis (EVA) in Python
Project description
pyextremes
pyextremes is a Python library dedicated to solving problems from the area of Extreme Value Analysis (EVA). It provides tools to extract extreme events from time series using Block Maxima or Peaks Over Threshold methods, to fit models such as GEV and GPD to the extracted extreme values, and to provide estimates of extreme events and corresponding confidence intervals for given return periods. Models are fitted to the data using the Maximum Likelihood Estimate (MLE, via scipy) or the Markov Chain Monte Calro (MCMC, via emcee) models.
Version: 1.0.0
License: GNU General Public License v3.0
E-Mail: bocharovgeorgii@gmail.com
Documentation: coming soon
Installation
Available via pip:
pip install pyextremes
And via anaconda:
conda install -c conda-forge pyextremes
Dependencies
Python version: 3.7 or later
Required packages:
emcee >= 2.2.1
matplotlib >= 3.1.3
numpy >= 1.18.1
pandas >= 1.0.1
scipy >= 1.4.1
Tutorials
Models
Statistical distributions
Illustrations
Extreme value extraction
Model diagnostic
Project details
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