kikocorreoso/scikit-extremes

Any p-value to check?

Opened this issue 4 years ago · 1 comments

shilezhang commented 4 years ago

Hello, I wanna ask if there is any model's p-value offered by this package, like Kolmogorov–Smirnov test p-value, or AIC/BIC related measures.

kikocorreoso commented 4 years ago

No statistical tests.

It provides confidence intervals using bootstrap. Have a look here: https://scikit-extremes.readthedocs.io/en/latest/Module%20utils.html#skextremes.utils.bootstrap_ci