kikocorreoso / Scikit Extremes
Licence: mit
scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python
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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.
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