ExtremePlots

ExtremePlots.jl provides plotting tools tailored for extreme value analysis in Julia.

Features

• Histogram plot
• Mean residual life plot
• Probability–probability (PP) plot
• Quantile–quantile (QQ) plot
• Return level plot

The empirical quantiles are computed using Gumbel plotting positions, as recommended by Makkonen (2006).

This package is also compatible with the data structures from Extremes.jl, a package for extreme value analysis in Julia.

Reference

Makkonen, L. (2006). Plotting positions in extreme value analysis. Journal of Applied Meteorology and Climatology, 45(2), 334–340.