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Topics in data analysis using R in extreme value theory
Penalva, Helena (Author), Neves, Manuela (Author), Nunes, Sandra Cristina Dias (Author)

URLURL - Presentation file, Visit http://www.stat-d.si/mz/mz10.1/Penalva2013.pdf This link opens in a new window

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.

Language:English
Keywords:statistika, teorija ekstremnih vrednosti, analiza podatkov
Work type:Not categorized (r6)
Tipology:1.01 - Original Scientific Article
Organization:FDV - Faculty of Social Sciences
Year:2013
Publisher:Fakulteta za družbene vede
Number of pages:str. 17-29
Numbering:Vol. 10, no. 1
UDC:311:519.2
ISSN on article:1854-0023
COBISS.SI-ID:32231517 Link is opened in a new window
Views:468
Downloads:88
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Record is a part of a journal

Title:Metodološki zvezki
Shortened title:Metodol. zv.
Publisher:Fakulteta za družbene vede
ISSN:1854-0023
COBISS.SI-ID:215795712 This link opens in a new window

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