# Welcome to scikit-extremes’s documentation!¶

scikit-extremes is a python library to perform univariate extreme value calculations.

There are two main classical approaches to calculate extreme values:

• Gumbel/Generalised Extreme Value distribution (GEV) + Block Maxima.
• Generalised Pareto Distribution (GPD) + Peak-Over-Threshold (POT).

## Dependencies¶

To work with scikit-extremes you will need the following libraries:

• Numpy
• Scipy
• Matplotlib
• Numdifftools

## Installation¶

pip install scikit-extremes

## Support¶

If you find a bug, something wrong or want a new feature, please, open a new issue on Github.

If you want to ask about the usage of scikit-extremes or something related with extreme value theory/analysis with Python you can post a question at stackoverflow tagged with scikit-extremes or skextremes.

• skextremes.utils.bootstrap_ci function that is based on the scikits-bootstrap package licensed under the Modified BSD License.