Package riskmodels

This package implements one and two-dimensional extreme value models. Synthatic sugar is provided for univariate models, making it possible to compute conditional distributions of the form X | X > x using the > and >= operators; distributions with integer support can be convolved with other continuous and integer distributions, which is useful for applications in energy procurement; see the Empirical class and riskmodels.adequacy.acg_models module. Univariate models consist of MLE-based and Bayesian generalised Pareto tail models and the resulting semiparametric models with a lower empirical component and a higher parametric tail model. Bivariate models implement Gaussian and Gumbel-Hougaard copulas for exceedances; see the riskmodels.bivariate module. Efficient implementations of sequential and non-sequential capacity surplus models for power system adequacy assessment are implemented in the riskmodels.adequacy.capacity_models module

"""
This package implements one and two-dimensional extreme value models. Synthatic sugar is provided for univariate models, making it possible to compute conditional distributions of the form `X | X > x` using the `>` and `>=` operators; distributions with integer support can be convolved with other continuous and integer distributions, which is useful for applications in energy procurement; see the `riskmodels.univariate.Empirical` class and `riskmodels.adequacy.acg_models` module. 
Univariate models consist of MLE-based and Bayesian generalised Pareto tail models and the resulting semiparametric models with a lower empirical component and a higher parametric tail model. Bivariate models implement Gaussian and Gumbel-Hougaard copulas for exceedances; see the `riskmodels.bivariate` module.
Efficient implementations of sequential and non-sequential capacity surplus models for power system adequacy assessment are implemented in the `riskmodels.adequacy.capacity_models` module
"""
__version__="1.0.0-dev"

Sub-modules

riskmodels.adequacy

This module contains functionality for power system adequacy modelling, including sequential and non-sequential models for available conventional …

riskmodels.bivariate

This module contains bivariate risk models to analyse exceedance dependence between components. Available exceedance models are inspired in bivariate …

riskmodels.c_build

riskmodels.univariate

This module contains univariate models for risk analysis, namely, empirical (discrete) distributions and semiparametric distributions with Generalised …

riskmodels.utils

This module contains utilities on which other modules depend. This includes multivariate truncated normal distributions for simulation, the definition …