Basic statistical package to perform univariate extreme value calculations using Python
Documentation can be found here.
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 .
- Python >= 3.6
- Scipy >= 1.0
- NumDiffTools >= 0.9.20
This is work in progress and at its current state only some models can be used:
Generalised Extreme Value (GEV).
Other functionality related mainly with the wind industry.
Add Bayesian inference.
Improve matplotlib figures.
Add pandas as a dependency to work with dates.
Add Mean Residual Life Plot.
Add statistical tests.
In case you find a bug, please, open an issue. You can also use the issues to propose more features or enhancements.