MyExtendedExtremes.jl

struct MixedUniformTail{T1<:Distributions.Distribution{Distributions.Univariate, Distributions.Continuous}, T2<:Distributions.Distribution{Distributions.Univariate, Distributions.Continuous}} <: Distributions.Distribution{Distributions.Univariate, Distributions.Continuous}

• p::Float64: probability of the left part

• uniform_part::Distributions.Distribution{Distributions.Univariate, Distributions.Continuous}: left part

• tail_part::Distributions.Distribution{Distributions.Univariate, Distributions.Continuous}: right part

• a::Float64: minimum value, for precip it is 0.1

• b::Float64: threshold between both part, 0.5 for precips (included in left part)

I wanted to put an uniform on the left part, an EGPD on the bulk and tail. EGPD only works when filtering very low value but I want all the values !

cdf(d, y)

CDF

pdf(d, y)

PDF

fit_mix(, data; left, middle)

estimation

quantile(d, q)

Quantile function