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

This package provides the whole toolkit necessary to create a threshold model in a simple and efficient way, presenting the main methods towards the Peak-Over-Threshold method and the fit in the Generalized Pareto Distribution.

Repository Address: https://github.com/iagolemos1/thresholdmodeling

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ISSN 2475-9066