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@Goddysen I am not sure what is going - please provide code which I could reproduce to answer your question. Currently I do not understand what is As for |
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Hi!I used Pyextremes to directly select POT to get the extremes data and then get a shape parameter xi . But it is slightly different from the one I used df.loc to get the extremes event and use scipy.generato.fit () to get the shape parameter. What are these differences related to?(r-Timedelta?) My data is daily extreme value data, including 30 years, may I ask whether r=24H still has any influence?Looking forward to your answer.
example code:
data=df['XXX']
#threshold is set to 8
U=data.loc[data>8]
genpareto.fit(u,loc=8)
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