Topics in data analysis using R in extreme value theory

Helena Penalva (Author), Manuela Neves (Author), Sandra Cristina Dias Nunes (Author)

Abstract

The Statistical Extreme Value Theory has grown gradually from the beginning of the 20th century. Its unquestionable importance in applications was definitely recognized after Gumbelʼs book in 1958, Statistics of Extremes. Nowadays there is a wide number of applied sciences where extreme value statistics are largely used. So, accurately modeling extreme events has become more and more important and the analysis requires tools that must be simple to use but also should consider complex statistical models in order to produce valid inferences. To deal with accurate, friendly, free and open-source software is of great value for practitioners and researchers. This paper presents a review of the main steps for initializing a data analysis of extreme values in R environment. Some well documented packages are briefly described and two data sets will be considered for illustrating the use of some functions.

Keywords

statistika;teorija ekstremnih vrednosti;analiza podatkov;

Data

Language:	English
Year of publishing:	2013
Typology:	1.01 - Original Scientific Article
Organization:	UL FDV - Faculty of Social Sciences
Publisher:	Fakulteta za družbene vede
UDC:	311:519.2
COBISS:	32231517
ISSN:	1854-0023
Views:	974
Downloads:	194
Average score:	0 (0 votes)
Metadata:

Other data

Secondary language:	Slovenian
URN:	URN:NBN:SI
Type (COBISS):	Not categorized
Pages:	str. 17-29
Volume:	ǂVol. ǂ10
Issue:	ǂno. ǂ1
Chronology:	2013
ID:	9094836