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  • Topics in data analysis using R in extreme value theory
    Penalva, Helena ; Neves, Manuela ; Nunes, Sandra Cristina Dias
    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.
    Source: Advances in methodology and statistics = Metodološki zvezki. - ISSN 1854-0023 (Vol. 10, no. 1, 2013, str. 17-29)
    Type of material - article, component part
    Publish date - 2013
    Language - english
    COBISS.SI-ID - 32231517

    Link(s):

    http://www.stat-d.si/mz/mz10.1/Penalva2013.pdf
    Repository of the University of Ljubljana – RUL
    Digitalna knjižnica Slovenije - dLib.si

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