Code: Select all
from scipy.stats import genpareto
shape_fit, loc_fit, scale_fit = genpareto.fit(exceedances, floc=0)
def gpd_neg_log_likelihood(params, data):
xi, beta = params[0], params[1]
if beta
Code: Select all
from scipy.stats import genpareto
shape_fit, loc_fit, scale_fit = genpareto.fit(exceedances, floc=0)
def gpd_neg_log_likelihood(params, data):
xi, beta = params[0], params[1]
if beta