scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python
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README.md

scikit-extremes

Basic statistical package to perform univariate extreme value calculations using Python

Docs

Documentation can be found here.

Installation

To install the package you can follow the next steps:

git clone https://github.com/kikocorreoso/scikit-extremes.git

cd scikit-extremes

pip install -e .

Dependencies

  • Python >= 3.3
  • Numpy
  • Matplotlib
  • NumDiffTools > 0.7
  • lmoments3

WIP

This is work in progress and at its current state only some models can be used:

Gumbel.

Generalised Extreme Value (GEV).

Other functionality related mainly with the wind industry.

To-Do

Add GPD.

Add Bayesian inference.

Point process?

Improve matplotlib figures.

Open an issue to propose more features or enhancements.

Add pandas as a dependency to work with dates.

Add Mean Residual Life Plot.

Add statistical tests.