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.

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