Package implementing the tail detection method detaild in the paper https://arxiv.org/abs/1805.10040.
pip install findthetail==1.1.0
Find The Tail is a procedure that is able to separate a given data set into subsets which belong to the body or the tail of an unknown underlying parent distribution. The data belonging to the tail are used to fit a generalized Pareto distribution as tail model.
The Documentation can be found here
- numpy
- scipy
- jinja2
- matplotlib
pip install findthetail
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