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First draft of stationary extreme value analysis module #175

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@Sci-pio Sci-pio commented Jul 22, 2024

Pull Request Checklist:

  • This PR addresses an already opened issue (for bug fixes / features)
    • This PR fixes #xyz
  • (If applicable) Documentation has been added / updated (for bug fixes / features).
    • There is an example notebook at docs/notebooks/extreme_value_analysis.ipynb
  • (If applicable) Tests have been added.
    • All the main parameter estimation functions in parameterestimation.py have been tested in tests/test_extremes
  • CHANGELOG.rst has been updated (with summary of main changes).
    • Link to issue (:issue:number) and pull request (:pull:number) has been added.

What kind of change does this PR introduce?

A new subpackage called extreme_value_analysis has been added. This subpackage is a python wrapper around the julia Extremes.jl package.

As I am leaving, all the information about what needs to be done to finish this project can be found on 'https://docs.google.com/document/d/1Jg5_xQoyyekLfg8sfDff5-XGAzomPE8hSmA_VJZAKMo/edit?usp=sharing' (in French).
@ospinajulian will be taking care of the julia wrapper from now on!

Does this PR introduce a breaking change?

Not to my knowledge.

Other information:

Need to add juliacall to the testing environment on GitHub for tests to pass.

Sci-pio and others added 26 commits May 14, 2024 15:21
…solution for multiple dispatch of julia function, and started implementing conversions for Extremes.jl data structures
…ns to multiple dispatch architecture of gevfit()
…rdance with rest of extreme_value_analysis package
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@Sci-pio Sci-pio self-assigned this Jul 22, 2024
Sci-pio and others added 30 commits November 4, 2024 16:21
…meters in a single operation (for now, works gevfit)
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5 participants