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

scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python
https://github.com/kikocorreoso/scikit-extremes

extreme-value-analysis extreme-value-statistics python scikit-extremes statistics

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

• Host: GitHub
• URL: https://github.com/kikocorreoso/scikit-extremes
• Owner: kikocorreoso
• License: mit
• Created: 2015-08-17T13:00:53.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2022-04-10T09:33:01.000Z (almost 3 years ago)
• Last Synced: 2024-11-01T06:51:34.860Z (2 months ago)
• Topics: extreme-value-analysis, extreme-value-statistics, python, scikit-extremes, statistics
• Language: Python
• Homepage:
• Size: 5.51 MB
• Stars: 42
• Watchers: 7
• Forks: 10
• Open Issues: 4
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# scikit-extremes

Basic statistical package to perform univariate extreme value calculations

using Python

[There is also `pyextremes`, a more updated package to analyze extreme values using Python.](https://github.com/georgebv/pyextremes)

# Docs

Documentation can be found [here](https://scikit-extremes.readthedocs.io/en/latest/).

# 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](https://github.com/kikocorreoso/scikit-extremes/issues).

 You can also use the issues to propose more features or enhancements.