thresholdmodeling

thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution. This package is intended for those who wish to conduct an extreme values analysis. It provides the whole toolkit necessary to create a threshold model in a simple and efficient way, presenting the main methods towards the Peak-Over-Threshold method and the fit in the Generalized Pareto Distribution.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element