Examples

Please view our example notebooks directly on GitHub:

• Bayesian inference of Non-stationary GEV parameters : Fits a non-stationary GEV model with Bayesian inference and examines posterior parameter estimates.

• Frequentist estimation of non-stationary GPD parameter and likelihood ratio test : Estimates non-stationary GPD parameters by maximum likelihood and tests whether covariates improve the model.

• Generating random variates from non-stationary GEV : Generates random observations from a non-stationary GEV model with time-varying parameters.

• Bayesian metrics example : Calculates Bayesian diagnostics and summary metrics for fitted extreme-value models.

• Quickstart example Provides a short introduction to fitting and using the main nsEVDx model interfaces.

• L-moments and GPD parameters example : Estimates GPD parameters with L-moments and illustrates threshold-exceedance analysis.

• Nonstationary risk and return-period analysis with synthetic GEV data : Uses GEV data generated with NonStationaryEVD.ns_EVDrvs and an increasing time covariate to demonstrate design-life risk, reliability, first-exceedance probabilities, the Salas–Obeysekera return period, and posterior uncertainty bands for return-level and return-period plots.