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Add explicit-state GEV and GPD - #80

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jonathanberthias wants to merge 4 commits into
migration/truncated-distributionfrom
migration/extreme-value-conveniences
Draft

jonathanberthias wants to merge 4 commits into
migration/truncated-distributionfrom
migration/extreme-value-conveniences

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@jonathanberthias

@jonathanberthias jonathanberthias commented Sep 26, 2026 •

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Current situation

The plain SciPy wrappers expose c, while existing GEV and GPD users work with a statistical shape parameter. GEV also uses the opposite sign from SciPy's genextreme.c, so a plain wrapper is an awkward replacement for those named laws.

Change

Add opt-in GEV and GPD classes that expose shape as a parameter expression. GEV uses c = -shape; GPD uses c = shape, while both use the explicit-state distribution path.

Notes

This keeps the named conventions visible without introducing a general reparameterization framework in this PR.

@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from 6d5e13b to 986b8e3 Compare September 26, 2026 14:25
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from 986b8e3 to 1c91f42 Compare September 26, 2026 19:15
@jonathanberthias
jonathanberthias added this pull request to stack #84 September 26, 2026 19:15
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch 2 times, most recently from c9a2aa4 to 1897cd4 Compare September 26, 2026 19:36
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from 1897cd4 to d096515 Compare September 26, 2026 19:48
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from d096515 to a5369a8 Compare September 26, 2026 19:52
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch 2 times, most recently from 70acbc8 to f879b9f Compare September 27, 2026 12:02
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from f879b9f to c203c63 Compare September 27, 2026 12:12
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from c203c63 to fa472dc Compare September 27, 2026 12:17
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from fa472dc to 9b4191c Compare September 27, 2026 13:45
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from 9b4191c to 2c575e4 Compare September 27, 2026 13:51
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from 2c575e4 to 60963c3 Compare September 27, 2026 20:27
@jonathanberthias
jonathanberthias force-pushed the migration/extreme-value-conveniences branch from 60963c3 to 81eecb1 Compare October 2, 2026 22:25
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