mixle.utils.automatic.detectors.generalized_extreme_value module

Generalized Extreme Value (GEV) continuous candidate – the limit law of block maxima.

GEV is the Fisher-Tippett-Gnedenko limit for normalized block maxima (floods, wind speeds, record losses). It is a flexible 3-parameter family (location, scale, shape) whose Gumbel sub-case (shape 0) spans all reals, so the support gate is any real-valued data; the 3-parameter BIC penalty keeps it from stealing the simpler symmetric Gaussian / monotone Exponential when those are the honest fit.