The 'gpdpwmFit' module facilitates fitting a timeseries data with Generalized pareto distribution using probability weighted moments estimation method for parameter estimates. It also provide key distribution statistics, Risk measures and GPD simulated values.
.. automodule:: pwmdist.gpdpwmFit :members: :undoc-members: :show-inheritance:
The 'gpdplots' module facilitates the essential visualization of empirical distiribution plot, tail of the underlying distribution , tail estimates from GPD model (from 'Fitbygpdpwm' method) and residual plots.
.. automodule:: pwmdist.gpdplots :members: :undoc-members: :show-inheritance: