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pymc-devs / pymc-extras Public

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Add Generalized Pareto (GPD) and Extended GPD distributions#638

Draft

maresb wants to merge 4 commits intopymc-devs:mainpymc-devs/pymc-extras:mainfrom

maresb:extgpdmaresb/pymc-experimental:extgpdCopy head branch name to clipboard

Conversation Commits4 (4)Checks Files changed

Draft

Add Generalized Pareto (GPD) and Extended GPD distributions#638
maresb wants to merge 4 commits intopymc-devs:mainfrom
maresb:extgpd

Commits

Commits on Feb 4, 2026

Add Generalized Pareto (GPD) and Extended GPD distributions
maresb
committed
Add icdf method to ExtGenPareto distribution
maresb
committed

Commits on Feb 5, 2026

refactor: convert GenParetoRV and ExtGenParetoRV to SymbolicRandomVariable

maresb
and
cursoragent
committed
Use numerically stable inverse survival function for GPD sampling

maresb
and
cursoragent
committed

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