Topics in data analysis using R in extreme value theory
Autor(a) principal: | |
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Data de Publicação: | 2013 |
Outros Autores: | , |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.26/22864 |
Resumo: | The Statistical Extreme Value Theory has grown gradually from the beginning of the 20th century. Its unquestionable importance in applications was definitely recognized after Gumbel’s 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. |
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Topics in data analysis using R in extreme value theoryThe Statistical Extreme Value Theory has grown gradually from the beginning of the 20th century. Its unquestionable importance in applications was definitely recognized after Gumbel’s 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.Repositório ComumPenalva, Helena Alexandra Couceiro Feio de AlmeidaNeves, ManuelaNunes, Sandra Cristina Dias2018-05-11T14:17:05Z20132013-01-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.26/22864engPenalva, H., Neves, M. & Nunes, S. (2013). Topics in data analysis using R in extreme value theory. Metodoloski Zvezki, 10(1), pp. 17-29.1854-0031metadata only accessinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-11-21T09:54:16Zoai:comum.rcaap.pt:10400.26/22864Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T23:10:06.081552Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Topics in data analysis using R in extreme value theory |
title |
Topics in data analysis using R in extreme value theory |
spellingShingle |
Topics in data analysis using R in extreme value theory Penalva, Helena Alexandra Couceiro Feio de Almeida |
title_short |
Topics in data analysis using R in extreme value theory |
title_full |
Topics in data analysis using R in extreme value theory |
title_fullStr |
Topics in data analysis using R in extreme value theory |
title_full_unstemmed |
Topics in data analysis using R in extreme value theory |
title_sort |
Topics in data analysis using R in extreme value theory |
author |
Penalva, Helena Alexandra Couceiro Feio de Almeida |
author_facet |
Penalva, Helena Alexandra Couceiro Feio de Almeida Neves, Manuela Nunes, Sandra Cristina Dias |
author_role |
author |
author2 |
Neves, Manuela Nunes, Sandra Cristina Dias |
author2_role |
author author |
dc.contributor.none.fl_str_mv |
Repositório Comum |
dc.contributor.author.fl_str_mv |
Penalva, Helena Alexandra Couceiro Feio de Almeida Neves, Manuela Nunes, Sandra Cristina Dias |
description |
The Statistical Extreme Value Theory has grown gradually from the beginning of the 20th century. Its unquestionable importance in applications was definitely recognized after Gumbel’s 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. |
publishDate |
2013 |
dc.date.none.fl_str_mv |
2013 2013-01-01T00:00:00Z 2018-05-11T14:17:05Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10400.26/22864 |
url |
http://hdl.handle.net/10400.26/22864 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
Penalva, H., Neves, M. & Nunes, S. (2013). Topics in data analysis using R in extreme value theory. Metodoloski Zvezki, 10(1), pp. 17-29. 1854-0031 |
dc.rights.driver.fl_str_mv |
metadata only access info:eu-repo/semantics/openAccess |
rights_invalid_str_mv |
metadata only access |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
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instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
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Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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