PyRank

Peaks Over Threshold Python Packages

Python packages with the GitHub topic peaks-over-threshold. Sorted by relevance, with stars and monthly downloads.
georgebv
pyextremes

Extreme Value Analysis (EVA) in Python

35K 273 55
OpenActuarial
extremeloss

Extreme-value tail-risk estimation in Python: peaks-over-threshold, GPD fitting, rare-event analysis, and large-claim loading.

3K 0 0
SURYA-LAMICHANEY
extremely

A python package for Extreme Value Analysis.

345 7 1
Nischalcs50
nsevdx

Modeling Nonstationary Extreme Value Distributions

176 14 2