Welcome to scikit-extremes’s documentation! — scikit-extremes 0.1.0 documentationWelcome 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). Dependencies¶ To work with scikit-extremes you will need the foll
CRAN Task View: Extreme Value Analysis
