Peaks over threshold modelling in Python
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Merge pull request #26 from bticknor/threshold_edgecase
526e06dView on GitHubupdate threshold selection to deal with case when 99% quantile = 99.99%
e2cef84View on GitHubMerge pull request #25 from bticknor/remove_runtimewarning
46925a8View on GitHubMerge pull request #24 from bticknor/remove_warning
c0cbef2View on GitHubclamp imputed p vals to avoid runtimewarning downstream
b8b183cView on GitHubfix misspecification in asymptotic covariance matrix of GPD MLEs
ec4af88View on GitHub