File: GeneralizedPareto.py

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openturns 1.24-4
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import openturns as ot
from matplotlib import pyplot as plt
from openturns.viewer import View

pdf_graph = ot.Graph("PDF graph", "x", "PDF", True, "upper left")
cdf_graph = ot.Graph("CDF graph", "x", "CDF", True, "upper left")
palette = ot.Drawable.BuildDefaultPalette(10)
for i, p in enumerate([-1.0, 0.0, 1.0]):
    distribution = ot.GeneralizedPareto(1.0, p, 0.0)
    pdf_curve = distribution.drawPDF().getDrawable(0)
    cdf_curve = distribution.drawCDF().getDrawable(0)
    pdf_curve.setColor(palette[i])
    cdf_curve.setColor(palette[i])
    legend = f"xi={p}"
    pdf_curve.setLegend(legend)
    cdf_curve.setLegend(legend)
    pdf_graph.add(pdf_curve)
    cdf_graph.add(cdf_curve)
fig = plt.figure(figsize=(10, 4))
pdf_axis = fig.add_subplot(121)
cdf_axis = fig.add_subplot(122)
View(pdf_graph, figure=fig, axes=[pdf_axis], add_legend=True)
View(cdf_graph, figure=fig, axes=[cdf_axis], add_legend=True)
fig.suptitle("GeneralizedPareto(1,xi,0)")