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Extreme Value Theory Python Packages

Python packages with the GitHub topic extreme-value-theory. Sorted by relevance, with stars and monthly downloads.
aulichny3
powerlawrs

A fast Python library for analyzing Power-Law distributions in empirical data built on Rust.

12K 0 0
mu373
tailestim

Estimate tail parameters of heavy-tailed distributions (including power law exponent gamma) in Python

593 2 0
burning-cost
insurance-severity

Severity modelling for insurance pricing - spliced distributions, DRN, composite regression, EQRN extreme quantiles

480 0 0
lynnejewson
fitdistcp

Python package for fitting statistical models using calibrating priors.

284 3 0
dongbeank
tsrbench

EVT-based noise injection toolkit for evaluating time series forecasting robustness

157 2 0
kuslavicek
scikit-extremes

A specialized Python library for sparse multivariate extreme value analysis, structure learning, and robust spectral measure estimation using extremal graphical models.

109 1 0
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