nsEVDx documentation

Contents:

• Overview
• Core Features
• Key Applications
• Theoretical Background
  • Generalized Extreme Value Distribution
  • Generalized Pareto Distribution
  • Non-stationary Framework
  • Non-Stationarity Configuration via Config Vector
• Installation
• Quickstart Guide
• nsEVDx
  • nsEVDx package
    • Submodules
    • nsEVDx.evd_model module
      • NonStationaryEVD
        • NonStationaryEVD.MH_Hmc()
        • NonStationaryEVD.MH_Mala()
        • NonStationaryEVD.MH_RandWalk()
        • NonStationaryEVD.frequentist_nsEVD()
        • NonStationaryEVD.get_param_description()
        • NonStationaryEVD.ns_EVDrvs()
        • NonStationaryEVD.suggest_bounds()
        • NonStationaryEVD.suggest_priors()
    • nsEVDx.hmc_engine module
      • HMCEngine
    • nsEVDx.utils module
      • EVD_parsViaMLE()
      • GEV_parsViaLM()
      • GPD_parsViaLM()
      • bayesian_metrics()
      • gelman_rubin()
      • l_moments()
      • neg_log_likelihood()
      • neg_log_likelihood_ns()
      • plot_posterior()
      • plot_trace()
    • Module contents
      • EVD_parsViaMLE()
      • GEV_parsViaLM()
      • GPD_parsViaLM()
      • HMCEngine
      • NonStationaryEVD
        • NonStationaryEVD.MH_Hmc()
        • NonStationaryEVD.MH_Mala()
        • NonStationaryEVD.MH_RandWalk()
        • NonStationaryEVD.frequentist_nsEVD()
        • NonStationaryEVD.get_param_description()
        • NonStationaryEVD.ns_EVDrvs()
        • NonStationaryEVD.suggest_bounds()
        • NonStationaryEVD.suggest_priors()
      • bayesian_metrics()
      • gelman_rubin()
      • l_moments()
      • neg_log_likelihood()
      • neg_log_likelihood_ns()
      • plot_posterior()
      • plot_trace()
• Examples
• Citations and References
  • Citation
  • References