help wanted
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描述
As per @TonyLadson's request in greta-dev/greta#1 distributions for extreme value modelling would be useful. These would be best placed in a module (though admittedly the boundary between general distributions and extreme value distributions is blurry).
Specific requests include:
- GEV
- Gumbel
- Gumbel type B
- Pearson III
- Log Pearson III
- Generalised pareto
Like the already implemented distributions, these should all have a reference R implementation, where possible from a widely used package and preferably all the same package. evd looks like it has the best combination of consistency and scope, and appears to be widely used (judging by download stats from cranlogs).
This is not currently at the top of my to do list, but I would be really keen to support someone else in developing this module!