diagXtrm is a tool to diagnose the applicability of the Extreme Value Theory (EVT) to time series.
From a time series we provide average statistics and results of the EVT application as well as the statistical tests results to quantify the confidence in EVT applicability.
Useful plots are also proposed to visualize the results and it is also possible to explore different parameters for improving the results confidence.
diagXtrm tools are publically available, under a GPL licence.
To log into the project, where you will find a wiki containing install instructions, use :
- login: mauve
- password: !mauve
- Subprojects: DIAGXTRM