Ecosyste.ms: Repos

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GitHub topics: extreme-value-statistics

Serapieum-of-alex/statista

Extreme value statistics

Language: Python - Size: 1.23 MB - Last synced: 5 days ago - Pushed: about 1 month ago - Stars: 2 - Forks: 0

seffane05/extrem-value

In this project, I will study two dataset: . Fort Collins (Colorado) Daily precipitation amounts (inches) from a single rain gauge in Fort Collins, Colorado / . This dataset shows the annual maximum sea-levels recorded at Port Pirie, a location just north of Adelaide, South Australia, over the period 1923–1987

Size: 482 KB - Last synced: 15 days ago - Pushed: 17 days ago - Stars: 0 - Forks: 0

shenxiangzhuang/pysesd

Seasonal Extreme Studentized Deviate(S-ESD) in Python

Language: Python - Size: 1.24 MB - Last synced: 17 days ago - Pushed: 18 days ago - Stars: 1 - Forks: 0

lbelzile/mev

Modelling extreme values

Language: R - Size: 59 MB - Last synced: 14 days ago - Pushed: 2 months ago - Stars: 11 - Forks: 4

paulnorthrop/exdex

Estimation of the Extremal Index

Language: R - Size: 9.53 MB - Last synced: 20 days ago - Pushed: 20 days ago - Stars: 0 - Forks: 1

sdat2/scikit-extremes Fork of kikocorreoso/scikit-extremes

scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python

Language: Python - Size: 5.64 MB - Last synced: 27 days ago - Pushed: about 4 years ago - Stars: 0 - Forks: 0

georgebv/pyextremes

Extreme Value Analysis (EVA) in Python

Language: Python - Size: 6.14 MB - Last synced: about 1 month ago - Pushed: 3 months ago - Stars: 220 - Forks: 43

Jbrich95/pinnEV

Partially-Interpretable Neural Networks for Extreme Value modelling

Language: R - Size: 588 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 7 - Forks: 1

cran-task-views/ExtremeValue

CRAN Task View: Extreme Value Analysis

Language: R - Size: 68.4 KB - Last synced: about 2 months ago - Pushed: 7 months ago - Stars: 4 - Forks: 0

kikocorreoso/scikit-extremes

scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python

Language: Python - Size: 5.51 MB - Last synced: 27 days ago - Pushed: about 2 years ago - Stars: 40 - Forks: 10

raja-grewal/rlmd

PROJECT MIGRATED TO CODEBERG - Reinforcement Learning in Multiplicative Domains

Size: 1000 Bytes - Last synced: 4 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0

rena95/Loss-Distribution-Approach

The repo contains the main topics carried out in my master's thesis on operational risk. In particular, it is described how to implement the so called Loss Distribution Approach (LDA), which is considered the state-of-the-art method to compute capital charge among large banks.

Language: R - Size: 33.2 KB - Last synced: 3 months ago - Pushed: about 3 years ago - Stars: 6 - Forks: 2

Yash-10/Periodogram-Comparison-Optimize-Planet-Detection

Extreme Value Theory for comparing periodograms: Optimizing future transiting exoplanet surveys

Language: Jupyter Notebook - Size: 25.8 MB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 0 - Forks: 0

paulnorthrop/threshr

Threshold Selection and Uncertainty for Extreme Value Analysis

Language: R - Size: 5.26 MB - Last synced: 21 days ago - Pushed: 6 months ago - Stars: 7 - Forks: 2

gosuto-inzasheru/qrm-assignment2

Analysis of a fictive investment portfolio using PCA, copulas and extreme value theory. Second assignment for the Master's course Quantitative Financial Risk Management.

Language: Jupyter Notebook - Size: 8.66 MB - Last synced: 10 months ago - Pushed: over 3 years ago - Stars: 1 - Forks: 1

paulnorthrop/revdbayes

Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis

Language: R - Size: 240 MB - Last synced: 30 days ago - Pushed: 2 months ago - Stars: 5 - Forks: 2

sandyherho/kaliKupangDisch

This repository contains code, data, output, and figures associated with the A univariate extreme value analysis and change point detection of monthly discharge in Kali Kupang, Central Java, Indonesia manuscript

Language: Python - Size: 14.1 MB - Last synced: 4 months ago - Pushed: 5 months ago - Stars: 2 - Forks: 0

canbax/PyWristIdentification

Python implementation of the paper "A study on wrist identification for forensic investigation" https://www.sciencedirect.com/science/article/abs/pii/S0262885619300733

Language: Python - Size: 3.16 MB - Last synced: 16 days ago - Pushed: over 4 years ago - Stars: 1 - Forks: 1

paulnorthrop/lite

Likelihood-Based Inference for Time Series Extremes

Language: R - Size: 3.94 MB - Last synced: 6 months ago - Pushed: over 1 year ago - Stars: 3 - Forks: 0

paulnorthrop/lax

Loglikelihood Adjustment for Extreme Value Models

Language: R - Size: 1.22 MB - Last synced: 19 days ago - Pushed: 3 months ago - Stars: 3 - Forks: 0

opasche/ExtremalCausalModelling

Repository for the paper: "Causal Modelling of Heavy-Tailed Variables and Confounders with Application to River Flow".

Language: Jupyter Notebook - Size: 55.7 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 1 - Forks: 0

INOS-soft/AZURE-FUNCTION

Language: C - Size: 28.7 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 1 - Forks: 3

javedali99/Extreme-Value-Analysis-MATLAB

Extreme value analysis using MATLAB

Language: MATLAB - Size: 1.83 MB - Last synced: about 1 year ago - Pushed: almost 3 years ago - Stars: 1 - Forks: 1

Related Keywords
extreme-value-statistics 23 extremes 6 extreme-value-analysis 5 inference 4 statistics 4 python 4 threshold 3 risk-management 3 r 3 copula 2 python3 2 time-series 2 value 2 gev 2 threshold-selection 2 block-maxima 2 extremal-index 2 extreme 2 generalized-pareto-distribution 2 analysis 1 evd 1 partial-least-squares-regression 1 superpixels 1 support-vector-regression 1 wrist-identification 1 composite-likelihood 1 clusters 1 clustered 1 frequentist 1 clustered-data 1 log-likelihood 1 generalised-pareto 1 likelihood 1 bayesian 1 nhpp 1 point-process 1 posterior 1 predictive 1 rcpp 1 bayesian-statistics 1 changepoint-detection 1 hydrology 1 indonesia 1 jawa-tengah 1 mcmc-methods 1 anaconda-environment 1 biometrics 1 image-processing 1 local-binary-patterns 1 ink 1 ink-calls 1 ink-intercepts 1 ink-text 1 programming-language 1 props 1 react 1 react-components 1 react-devtools 1 securityprivacy 1 serverless 1 serverless-framework 1 switch-focus 1 utility-functions 1 matlab 1 natural-hazards 1 independence-loglikelihood 1 loglikelihood-adjustment 1 mle 1 pot 1 regression 1 regression-modelling 1 robust 1 sandwich 1 sandwich-estimator 1 causal-tail-coefficient 1 causation 1 confounder 1 azure-functions 1 cli 1 cloud-platform 1 command-line 1 deep-reinforcement-learning 1 artificial-intelligence 1 scikit-extremes 1 task-views 1 rstats 1 cran 1 tensorflow 1 regression-models 1 quantile-regression 1 keras 1 deep-learning 1 peaks-over-threshold 1 extreme-events 1 eva 1 theta 1 semiparametric-maxima-estimators 1 semiparametric-estimation 1 semiparametric 1 maxima 1