Work-in-Progress: Lessons learnt from creating an Extreme Value Library in Python

The increased use of statistical libraries within the real-time community is facing today the lack of appropriate libraries. Many of them exist in R, but existing Python statistical libraries are lacking, particularily with respect to Extreme Value Theory and probabilistic worst-case execution time estimation, which are indispensable tools for the analysis of real-time systems. This short paper attempts to describe and bridge this gap.