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Functions for fitting Heffernan and Tawn (2004) conditional extremes models and spatial derivatives in Python

! Currently supports MV fit, although likelihood evaluation is slow !

Installation

git clone https://github.com/Jbrich95/CondExtremesPy.git
cd CondExtremesPy/
virtualenv venv --python=python3
source venv/bin/activate
pip install -r requirements.txt

Walkthrough

The Jupyter notebooks provide a walkthrough for using the various functions in the module Master_Functions.py.

Notebooks

  • BivFit.ipynb - Simple bivariate fit to toy data and Australian Summer temperatures data
  • SpatialModelPrelim.ipynb - Some investigation to motivate the use of a spatial model
  • MultiFit.ipynb - Multivariate fit to toy data