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thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution

Iago Pereira Lemos; Antônio Marcos Gonçalves Lima; Marcus Antônio Viana Duarte

  • 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.

  • For more informations like installations, user guide, package documentations and more, see the GitHub Page.

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