utils

evt.utils.confidence_interval_to_std(confidence: numbers.Real) → numbers.Real

Returns the number of standard deviations of a standard normal distribution, corresponding to a confidence interval with confidence level confidence.

Parameters

confidence – confidence interval, between 0 (inclusive) and 1 (exclusive).

Returns

Real

evt.utils.empirical_cdf(series: pandas.core.series.Series) → pandas.core.series.Series

Calculates the empirical distribution function given a pd.Series series. The resulting CDF will have values between 0 and 1, exclusive. The index is ignored.

Parameters

series – pd.Series of which to calculate the empirical distribution function.

Returns

pd.Series, the empirical distribution function. The index corresponds to the values of the series.

evt.utils.mean_excess(series: pandas.core.series.Series) → pandas.core.series.Series

Calculates the mean excess (average excess of a threshold) for values in the pd.Series series. For every value in series, the mean excess of the rest of the distribution will be calculated.

Parameters

series – pd.Series of which the mean excess will be calculated. The index is ignored.

Returns

pd.Series corresponding to the mean excesses. The index corresponds to the threshold.

evt.utils.order_statistics(series: pandas.core.series.Series) → pandas.core.series.Series

Calculates the order statistics (sorted maxima) of a pd.Series.

Parameters

series – pd.Series of which to calculate the order statistics. The index is ignored.

Returns

pd.Series, where the index corresponds to the ascending index of the order statistic, where 0 is the biggest.

evt.utils.repo_root() → pathlib.Path

Returns the root path of the repository.

evt.utils.scientific_notation(number: numbers.Real, number_of_significant_digits: int = 1) → str

Returns the scientific notation of number in number_of_significant_digits significant digits.