surya-lamichaney / extremely

A python package for Extreme Value Analysis.

ExtremeLy

ExtremeLy is a python package for Extreme Value Analysis. It was found that there are not many packages for EVA in python. Among existing packages some of them were incomplete, some of them were internally using R packages and some had only basic implementations without any plots for model assessment. So ExtremeLy brings all those packages together, removes R dependencies and provides most of the fucntionalities for EVA in python without being dependent on R packages. Some fucntionalities from the already existing packages have been usedas they are, some have been modified to accomodate additional requirements and for some just the R dependenciesare replaced with python implementation. The three already existing packages that are used here are:

1. scikit-extremes skextremes - https://scikit-extremes.readthedocs.io/en/latest/
2. thresholdmodeling - https://github.com/iagolemos1/thresholdmodeling
3. evt - https://pypi.org/project/evt/#description

Dependencies

evt package will be downloaded with ExtremeLy package itself, threshmodeling is not required as it requires R environment to run its functionalities. Those R dependencies have been removed in ExtremeLy. We still need to install skextremes before we can use ExtremeLy. Scikit-extremes (skextremes) also has a dependency called lmoments3 which needs to be installed. These two libraries can be installed this way:

  pip install git+https://github.com/OpenHydrology/lmoments3.git

  git clone https://github.com/kikocorreoso/scikit-extremes.git

  cd scikit-extremes

  pip install -e .

Now we are good to go and install ExtremeLy :)

Installation

 pip install ExtremeLy

Click here for the Documentation and here for example notebook.