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kikocorreoso / scikit-extremes

scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python
MIT License
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Any p-value to check? #9

Open shilezhang opened 4 years ago

shilezhang commented 4 years ago

Hello, I wanna ask if there is any model's p-value offered by this package, like Kolmogorov–Smirnov test p-value, or AIC/BIC related measures.

kikocorreoso commented 4 years ago

No statistical tests.

It provides confidence intervals using bootstrap. Have a look here: https://scikit-extremes.readthedocs.io/en/latest/Module%20utils.html#skextremes.utils.bootstrap_ci