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powerlawrs

A fast Python library for analyzing Power-Law distributions in empirical data built on Rust.

insurance-severity

Insurance severity modelling: composite models, DRN, EVT, MDN, SPQRx, tail scoring, CMRS allocation, Projection-to-Ultimate, and AIPW IBNR reserving

tailestim

A Python package for estimating tail parameters of heavy-tailed distributions, which is useful for analyzing power-law behavior in complex networks.

fitdistcp

Python package for fitting statistical models using calibrating priors.

tsrbench

EVT-based noise injection toolkit for evaluating time series forecasting robustness

scikit-extremes

A specialized Python library for sparse multivariate extreme value analysis, structure learning, and robust spectral measure estimation using extremal graphical models.