Extracting confidence intervals on fit parameters 'c', 'loc', and 'scale' about pyextremes

[georgebv]

There are no confidence intervals available right away for the parameters, but you can calculate those yourself from the data.

For the Emcee model you can use the _trace attribute of shape number of free parameters x number of samples.

For the MLE model you can use the fit_parameter_cache attribute which is a list of samples of free parameters. Before it's available, however, you would need to call get_return_value with alpha argument and n_samples set to number you need (100 by default).