Extreme value statistics
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Sep 20, 2026 - Python
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gev
Here are 16 public repositories matching this topic...
Ratio-of-Uniforms Sampling for Bayesian Extreme Value Analysis
r rcpp extreme analysis gev extremes inference value predictive bayesian point-process posterior generalized-pareto-distribution extreme-value-statistics nhpp
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Mar 25, 2026 - R
Precipitation Index - SPI & SPEI for Climate Extremes Monitoring
python extreme jupyter-notebook gev spi gamma pearson flood drought dry precipitation wet quarto spei run-theory
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Sep 29, 2026 - Jupyter Notebook
Построение кривых обеспеченности по гидрометеорологическим данным
statistics gev pearson hydrology mle gumbel l-moments streamlit distribution-fitting frequency-curve kritsky-menkel exceedance-curve
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Oct 27, 2026 - Python
Hydrological analysis of maximum rainfall intensity data to evaluate the return period of heavy rainfalls for different durations.
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Sep 6, 2024 - Python
A collection of quantitative finance models and risk analysis tools implemented in R. This repository includes projects on Value at Risk (VaR), Generalized Extreme Value (GEV) modeling, Bond Pricing, Sentiment Analysis in finance, and SMA-based trading strategies. These models help in portfolio risk assessment, financial forecasting, and algorithmi
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Mar 18, 2025 - R
C++-Implementation of L-Moments estimation and fitting for GEV and Gumbel distributions
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Dec 26, 2019 - C++
Extreme rainfall modelling using Extreme Value Theory (GEV/GPD) in R.
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Jul 31, 2026
Bayesian spatial extreme value analysis of daily precipitation across Andalucía, Spain. Max-and-Smooth framework with Matérn GP smoothing and PC priors.
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Mar 12, 2026 - R
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