dataset

class evt.dataset.Dataset(series: pandas.core.series.Series)

Bases: object

Represents a raw dataset, which forms the basis of extreme value analysis in this package. The core of the Dataset is a pd.Series series, which is stored in the attribute self.series.

The following sanity-checks are performed on the data series:

• The data cannot contain nan,

• The data cannot contain non-finite values,

• The data cannot contain duplicate indices.

plot_boxplot(ax: matplotlib.axes._axes.Axes)

Boxplot of the dataset.

plot_dataset(ax: matplotlib.axes._axes.Axes)

Plot the dataset against the original index.

plot_maximum_to_sum(ax: matplotlib.axes._axes.Axes, number_of_moments: int = 4)

Cumulative absolute-maximum-to-absolute-sum plot of the dataset for number_of_moments moments against the original index.

plot_mean_excess(ax: matplotlib.axes._axes.Axes)

Plot the empirical mean excess (average excess of a threshold) as a function of the threshold.