pyextremes Python中的极值分析（EVA） 关于 文档： : 执照： 电子邮件： pyextremes是一个Python库，旨在执行单变量和多变量 。 它提供了执行EVA所需的各种任务所需的工具，例如： 使用块最大值（BM）或峰值超过阈值（POT）等方法从时间序列中提取极端事件 将连续分布（例如GEVD，GPD或用户指定的连续分布）拟合到提取的极端事件 可视化模型输入，结果和拟合优度统计 给定概率或返回期的极端事件（例如100年事件）和相应置信区间的估计 协助模型选择和调整的工具，例如BM中的块大小选择和POT中的阈值选择 安装 从PyPI获取最新版本： pip install pyextremes 从GitHub获取最新的实验版本： pip install git+https://github.com/georgebv/pyextremes 获取有关An

Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.