Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: generalized-pareto-distribution
SURYA-LAMICHANEY/ExtremeLy
A python package for Extreme Value Analysis.
Language: Jupyter Notebook - Size: 1.57 MB - Last synced: 18 days ago - Pushed: about 2 years ago - Stars: 4 - Forks: 1
paulnorthrop/revdbayes
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
Language: R - Size: 240 MB - Last synced: about 1 month ago - Pushed: 2 months ago - Stars: 5 - Forks: 2
guilhermessc/VaR-threshold-and-confidence-interval
This project studies the effects of the shape parameter estimator uncertainty at different threshold levels on the value-at-risk confidence interval for quantitative risk management (QRM) using the Generalized Pareto Distribution (GPD) from the Extreme Value Theory (EVT) approach.
Language: Jupyter Notebook - Size: 2.55 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 0 - Forks: 0
PascalBruhn/FindTheTail
Find The Tail - Matlab
Size: 2.73 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago - Stars: 1 - Forks: 1
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
lbelzile/supercentenarian
Code accompanying the paper "Human mortality at extreme age"
Language: R - Size: 10.7 MB - Last synced: about 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0
