ExtremeStats.AbstractMaxima — TypeAbstractMaximaA collection of maxima (e.g. block maxima)
ExtremeStats.BlockMaxima — TypeBlockMaxima(x, n)Maxima obtained by splitting the data x into blocks of size n.
ExtremeStats.PeakOverThreshold — TypePeakOverThreshold(x, u)Maxima obtained by thresholding the data x with threshold u.
Base.collect — Methodcollect(maxima)Collect maxima values using appropriate model.
Distributions.fit_mle — Methodfit_mle(gev, bm)Fit generalized extreme value distribution gev to block maxima bm with constrained maximum likelihood estimation.
Distributions.fit_mle — Methodfit_mle(gp, pm)Fit generalized Pareto distribution gp to peak over threshold maxima pm with constrained maximum likelihood estimation.
ExtremeStats.log_gev_pdf — Methodloggevpdf(arg, μ, σ, ξ)
Log density function of the generalized extreme value distribution, with an expansion with ξ near zero.
ExtremeStats.log_gpd_pdf — Methodloggpdpdf(arg, μ, σ, ξ)
Log density function of the generalized Pareto distribution, with an expansion with ξ near zero.
ExtremeStats.meanexcess — Methodmeanexcess(xs, k)Return mean excess of the data xs using previous k values.
ExtremeStats.returnlevels — Methodreturnlevels(xs)Return periods and levels of data xs.
ExtremeStats.returnlevels — Methodreturnlevels(gev, mmin, mmax; nlevels=50)Return nlevels periods and levels of generalized extreme value distribution gev with maxima in the interval [mmin,mmax].