thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution

Python Submitted 06 January 2020Published 10 February 2020
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Authors

Iago Pereira Lemos (0000-0002-5829-7711), Antônio Marcos Gonçalves Lima (0000-0003-0170-6083), Marcus Antônio Viana Duarte (0000-0002-8166-5666)

Citation

Lemos et al., (2020). thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution. Journal of Open Source Software, 5(46), 2013, https://doi.org/10.21105/joss.02013

@article{Lemos2020, doi = {10.21105/joss.02013}, url = {https://doi.org/10.21105/joss.02013}, year = {2020}, publisher = {The Open Journal}, volume = {5}, number = {46}, pages = {2013}, author = {Iago Pereira Lemos and Antônio Marcos Gonçalves Lima and Marcus Antônio Viana Duarte}, title = {thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution}, journal = {Journal of Open Source Software} }
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Threshold Models Peak-Over-Threshold Method Generalized Pareto Distribution Estatistical Modeling

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ISSN 2475-9066