Skip to content
master
Go to file
Code

Latest commit

 

Git stats

Files

Permalink
Failed to load latest commit information.
Type
Name
Latest commit message
Commit time
 
 
 
 
 
 
 
 
 
 
 
 
 
 

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:

# lmoments has not been updated in a while so we use the master 
# (see https://github.com/OpenHydrology/lmoments3/issues/8)
pip install git+https://github.com/OpenHydrology/lmoments3.git

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

cd scikit-extremes

pip install -e .

Dependencies

  • Python >= 3.6
  • Numpy
  • Scipy >= 1.0
  • Matplotlib
  • NumDiffTools >= 0.9.20
  • 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.

Add pandas as a dependency to work with dates.

Add Mean Residual Life Plot.

Add statistical tests.

Issues

In case you find a bug, please, open an issue. You can also use the issues to propose more features or enhancements.

About

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

Topics

Resources

License

Releases

No releases published

Packages

No packages published

Languages

You can’t perform that action at this time.