Simple Generalized Extreme Value (GEV) from set of data

gev_threshold.py

# Copy and paste the code below into https://python-fiddle.com/
# You will get instant result: GEV 25-year threshold: 96.12570045491432
import numpy as np
from scipy.stats import genextreme

# This data is the maximum daily precipitation in a month (let say May) for the period
# 2001-2023
data = [
    35.809994, 55.120003, 97.575005, 17.01, 43.260006, 50.285004, 51.489998, 59.05999, 
    58.339996, 82.835, 42.875, 55.574997, 105.149994, 61.155, 83.68001, 73.56, 
    53.729996, 54.519997, 56.145004, 57.454994, 59.725, 72.605, 25.219997
]

data = np.array(data)
data = data[~np.isnan(data)]  # Remove NaN values
if data.size == 0 or np.nanstd(data) == 0:
    threshold = np.nan
else:
    try:
        shape, loc, scale = genextreme.fit(data)
        threshold = genextreme.ppf(1 - 1 / 25, shape, loc=loc, scale=scale)
    except Exception as e:
        threshold = np.nan

print(f"GEV 25-year threshold: {threshold}")