IDFCurves.jl

Author JuliaExtremes
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November 2023

IDFCurves

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IDFCurves.jl is a package in the Julia programming language ecosystem. It specializes in the statistical estimation of Intensity-Duration-Frequency curves. It provides exhaustive, high-performance functions by leveraging the multiple-dispatch capabilities in Julia. In particular, the package implements:

  • Estimating several scaling models for IDF curves
  • Performing goodness-of-fit tests for scaling models
  • Modelling the dependence of maxima across durations
  • Estimating the uncertainty of IDF curves
  • Displaying IDF curve estimates and their uncertainty

IDFCurves.jl leverage on Extremes.jl for the analysis of extreme values.

Documentation

See the Package Documentation for details and examples on how to use the package and also the following publications:

References:

Jalbert, J., Farmer, M., Gobeil, G., & Roy, P. (2024). Extremes.jl: Extreme Value Analysis in Julia. Journal of Statistical Software, 109(6), 1–35. https://doi.org/10.18637/jss.v109.i06

Mathivon, P., Genest, C., & Jalbert, J. (2024+). Joint modeling of annual precipitation maxima over several durations for the construction of intensity-duration-frequency curves. Preprint available soon.

Paoli, A., Carreau, J, & Jalbert, J. (2024+). Statistical testing of scaling models for precipitation Intensity-Duration-Frequency curves. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4838410

Installation

The following julia command will install the package:

julia> Pkg.add("IDFCurves")

Data

The datasets that are available through this package are retriveved from the Environment and Climate Change Canada website.