pyextremes


Namepyextremes JSON
Version 2.0.0 PyPI version JSON
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home_pagehttps://github.com/georgebv/pyextremes
SummaryExtreme Value Analysis (EVA) in Python
upload_time2020-10-11 16:02:40
maintainer
docs_urlNone
authorGeorgii Bocharov
requires_python>=3.7
licenseMIT
keywords statistics extreme extreme value analysis eva coastal ocean marine environmental engineering
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requirements No requirements were recorded.
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            .. role:: bash(code)
   :language: bash

.. role:: python(code)
   :language: python

|build status| |coverage status| |pypi package| |conda version|

.. contents:: Table of Contents

About
=====

**Version:** 2.0.0

**License:** MIT

**E-Mail:** bocharovgeorgii@gmail.com

**Documentation:** see the `Tutorials`_ section

**pyextremes** is a Python library implementing an easy-to-use extensible framework used to perform `Extreme Value Analysis (EVA) <https://en.wikipedia.org/wiki/Extreme_value_theory>`_. It provides tools necessary to perform typical tasks constituting EVA, such as:

- extraction of extreme events from time series using Block Maxima or Peaks Over Threshold methods
- fitting continuous distributions, such as GEV, GPD, or user specified continous distribution, to the extracted extreme events
- visualization of model performance and goodness-of-fit statistics
- estimation of extreme events of given probability (e.g. 100-year event) and corresponding confidence intervals
- tools assisting with model selection and tuning (block size in BM, threshold in POT)
- (work-in-progress) multivariate extreme value analysis

Framework provided by the **pyextremes** library is easy to use and requires minimum user input to get good results. Its default parameters are configured in compliance with best industry standards (many concepts are based on the "An Introduction to Statistical Modeling of Extreme Values" book by Stuard Coles).

The framework also supports more in-depth configuration for specific cases. It supports all scipy continous distributions and also custom user-made distributions, which are subclasses of :python:`scipy.stats.rv_continuous`. Any parameter of a distribution may be frozen to investigate degenerate models (e.g. GEV->Gumbel). Distributions are fitted to the data using one of the following models:

- :python:`MLE` (default model) - Maximum Likelihood Estimate, uses `scipy <https://www.scipy.org/>`_
- :python:`Emcee` - Markov Chain Monte Calro, uses `emcee <https://emcee.readthedocs.io/en/stable/>`_

Installation
============
Available via pip:

.. code:: bash

    pip install pyextremes

Via anaconda:

.. code:: bash

    conda install -c conda-forge pyextremes

Or from GitHub directly:

.. code:: bash

   pip install git+https://github.com/georgebv/pyextremes

Dependencies
============
**Python version:** 3.7 or later

**Required packages:**

- emcee >= 3.0
- matplotlib
- numpy
- pandas
- scipy

Tutorials
=========
- `Basic usage <https://nbviewer.jupyter.org/github/georgebv/pyextremes-notebooks/blob/master/notebooks/EVA%20basic.ipynb>`_
- Models
- Statistical distributions

Illustrations
=============

Model diagnostic
----------------

|model diagnostic image|

Extreme value extraction
------------------------

|extremes image|

Model fitting (MCMC)
--------------------

Trace plot

|trace image|

Corner plot

|corner image|

.. |build status| image:: https://github.com/georgebv/pyextremes/workflows/build/badge.svg
   :target: https://github.com/georgebv/pyextremes/actions?query=workflow%3Abuild

.. |coverage status| image:: https://codecov.io/gh/georgebv/pyextremes/branch/master/graph/badge.svg
  :target: https://codecov.io/gh/georgebv/pyextremes

.. |pypi package| image:: https://badge.fury.io/py/pyextremes.svg
    :target: https://pypi.org/project/pyextremes/

.. |conda version| image:: https://img.shields.io/conda/vn/conda-forge/pyextremes.svg
    :target: https://anaconda.org/conda-forge/pyextremes

.. |model diagnostic image| image:: https://raw.githubusercontent.com/georgebv/pyextremes-notebooks/master/notebooks/documentation/readme%20figures/diagnostic.png

.. |extremes image| image:: https://raw.githubusercontent.com/georgebv/pyextremes-notebooks/master/notebooks/documentation/readme%20figures/extremes.png

.. |trace image| image:: https://raw.githubusercontent.com/georgebv/pyextremes-notebooks/master/notebooks/documentation/readme%20figures/trace.png

.. |corner image| image:: https://raw.githubusercontent.com/georgebv/pyextremes-notebooks/master/notebooks/documentation/readme%20figures/corner.png



            

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