georgebv / pyextremes Star 268 Code Issues Pull requests Discussions Extreme Value Analysis (EVA) in Python python statistics extremes eva extreme-value-statistics block-maxima extreme-events extreme-value-analysis peaks-over-threshold Updated Feb 19, 2026 Python
SURYA-LAMICHANEY / ExtremeLy Star 7 Code Issues Pull requests Discussions A python package for Extreme Value Analysis. generalized-pareto-distribution block-maxima extreme-value-analysis peaks-over-threshold generalized-extreme-value Updated Apr 18, 2022 Jupyter Notebook
calvinnsmith / Financial-Risk Star 0 Code Issues Pull requests Repository for the course 'Financial Risk' at Gothenburg University rstudio monte-carlo-simulation value-at-risk credit-risk beta-binomial block-maxima peaks-over-threshold logit-normal Updated Aug 25, 2022 R
paulnorthrop / evmissing Star 0 Code Issues Pull requests Extreme Value Analyses with Missing Data gev extremes missing-data bayesian-inference missing-values extreme-value-statistics block-maxima Updated Apr 5, 2026 R
paulnorthrop / exdex Star 0 Code Issues Pull requests Estimation of the Extremal Index extreme extremes threshold inference value theta maxima extreme-value-statistics semiparametric-estimation semiparametric extremal-index block-maxima semiparametric-maxima-estimators Updated Feb 14, 2026 R