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  1. bi_multi_variate_eva bi_multi_variate_eva Public

    generic code to run bivariate and multivariate extreme value analysis

    Python 4

  2. generic_MI_lag_finder generic_MI_lag_finder Public

    Code to use Mutual Information as a correlation measure; using this concept, perform temporal lagging on data and hence find a lag at which peak correlation occurs.

    Python 1 1

  3. run_EVA_generic run_EVA_generic Public

    code to use pyextremes to run extreme value analysis with generic data

    Python 1