Welcome to scikit-extremes’s documentation!
scikit-extremes is a python library to perform univariate extreme value calculations.
There are two main classical approaches to calculate extreme values:
Gumbel/Generalised Extreme Value distribution (GEV) + Block Maxima.
Generalised Pareto Distribution (GPD) + Peak-Over-Threshold (POT).
To work with scikit-extremes you will need the following libraries:
At this moment there isn’t an official release. 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 .
If you find a bug, something wrong or want a new feature, please, open a new issue on Github.
If you want to ask about the usage of scikit-extremes or something
related with extreme value theory/analysis with Python you can post a
question at stackoverflow tagged with
This software is licensed under the MIT license except:
skextremes.utils.bootstrap_cifunction that is based on the scikits-bootstrap package licensed under the Modified BSD License.
The MIT License (MIT)
Copyright (c)  [Kiko Correoso]
Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the “Software”), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
- Quick and incomplete Extreme Value Theory introduction
- User guide