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.

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.