├── .gitignore ├── .readthedocs.yaml ├── LICENSE ├── README.md ├── dev-requirements.txt ├── docs ├── .gitignore ├── Makefile ├── conf.py ├── index.rst ├── make.bat └── source │ ├── block_maxima.rst │ ├── dataset.rst │ ├── estimator_abc.rst │ ├── gevmle.rst │ ├── gpdmle.rst │ ├── hill.rst │ ├── modules.rst │ ├── moment.rst │ ├── peaks_over_threshold.rst │ └── utils.rst ├── pyproject.toml ├── setup.cfg ├── setup.py ├── src └── evt │ ├── __init__.py │ ├── _compiled_expressions │ ├── __init__.py │ └── compiled_expressions.py │ ├── dataset.py │ ├── estimators │ ├── __init__.py │ ├── estimator_abc.py │ ├── gevmle.py │ ├── gpdmle.py │ ├── hill.py │ └── moment.py │ ├── methods │ ├── __init__.py │ ├── block_maxima.py │ └── peaks_over_threshold.py │ └── utils.py ├── sympy └── create_compiled_expressions.py ├── tests ├── test_block_maxima.py ├── test_compiled_expressions.py ├── test_dataset.py ├── test_gevmle_compiled_expressions.py ├── test_gevmle_estimator.py ├── test_gpdmle_estimator.py ├── test_hill_estimator.py ├── test_moment_estimator.py ├── test_peaks_over_threshold.py └── test_utils.py └── tutorial ├── .gitignore ├── 0_the_dataset_object.ipynb ├── 1_peaks_over_threshold.ipynb ├── 2_block_maxima.ipynb ├── 3_hill_estimator_and_the_estimate_object.ipynb ├── 4_moment_estimator.ipynb ├── 5_maximum_likelihood_generalized_pareto.ipynb └── 6_maximum_likelihood_generalized_extreme_value.ipynb /.gitignore: -------------------------------------------------------------------------------- 1 | __pycache__ 2 | *.egg-info 3 | htmlcov 4 | .coverage 5 | dist 6 | build 7 | -------------------------------------------------------------------------------- /.readthedocs.yaml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/spmvg/evt/HEAD/.readthedocs.yaml -------------------------------------------------------------------------------- /LICENSE: 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