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EVT
===

.. toctree::
   :maxdepth: 2

   source/modules.rst

Overview
--------

Estimators and analysis for extreme value theory (EVT).
The package is structured as follows.
Example notebooks are provided as links.

* The ``Dataset`` `object <https://github.com/spmvg/evt/blob/master/tutorial/0_the_dataset_object.ipynb>`_ performs sanity-checks and contains plotting routines.
   * Generic plots of the dataset.
   * Maximum-to-sum plot.
   * Mean excess function.
* The `peaks over threshold <https://github.com/spmvg/evt/blob/master/tutorial/1_peaks_over_threshold.ipynb>`_ method.
   * Plot the tail.
   * QQ-plot against exponential.
   * Zipf-plot.
* The `block maxima <https://github.com/spmvg/evt/blob/master/tutorial/2_block_maxima.ipynb>`_ method.
   * Plot block maxima against the dataset.
* Estimators: calculate estimates and `confidence intervals <https://github.com/spmvg/evt/blob/master/tutorial/3_hill_estimator_and_the_estimate_object.ipynb>`_. Plotting routines for analysis.
   * `Hill estimator <https://github.com/spmvg/evt/blob/master/tutorial/3_hill_estimator_and_the_estimate_object.ipynb>`_.
     Plot against order statistics.
   * `Moment estimator <https://github.com/spmvg/evt/blob/master/tutorial/4_moment_estimator.ipynb>`_ (Dekkers-Einmahl-De Haan).
     Plot against order statistics.
   * `Maximum likelihood for the generalized Pareto distribution <https://github.com/spmvg/evt/blob/master/tutorial/5_maximum_likelihood_generalized_pareto.ipynb>`_.
     Plot fit quality.
   * `Maximum likelihood for the generalized extreme value distribution <https://github.com/spmvg/evt/blob/master/tutorial/6_maximum_likelihood_generalized_extreme_value.ipynb>`_.
     Plot fit quality.

Documentation
-------------
Documentation is provided `here <https://evt.readthedocs.io/en/latest/>`_.
Example notebooks are provided `here <https://github.com/spmvg/evt/blob/master/tutorial/>`_.


Installation
------------
Releases are made available on PyPi.
The recommended installation method is via ``pip``:

>>> pip install evt

For a development setup, the requirements are in ``dev-requirements.txt``.
Subsequently, the repo can be locally ``pip``-installed.

Indices and tables
==================

* :ref:`genindex`
* :ref:`modindex`
* :ref:`search`