methods.peaks_over_threshold¶

class evt.methods.peaks_over_threshold.PeaksOverThreshold(dataset: evt.dataset.Dataset, threshold: numbers.Real)¶

Bases: object

The peaks over threshold method is one of the two fundamental approaches in extreme value theory. The peaks of the Dataset dataset are determined by applying a threshold threshold $\geq 0$ and the resulting peaks are stored in self.series_tail.

plot_qq_exponential(ax: matplotlib.axes._axes.Axes)¶: Quantile-quantile plot of the empirical survival function of the peaks over threshold against a fitted exponential distribution.

plot_tail(ax: matplotlib.axes._axes.Axes)¶: Plot the peaks over threshold against the index of the original data. The original dataset is shown for comparison.

plot_zipf(ax: matplotlib.axes._axes.Axes)¶: Log-log plot of the empirical survival function. The $x$ -axis corresponds to the values of the original dataset.