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Topics in data analysis using R in extreme value theory

dc.contributor.authorPenalva, Helena Alexandra Couceiro Feio de Almeida
dc.contributor.authorNeves, Manuela
dc.contributor.authorNunes, Sandra Cristina Dias
dc.date.accessioned2018-05-11T14:17:05Z
dc.date.available2018-05-11T14:17:05Z
dc.date.issued2013
dc.description.abstractThe 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.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.citationPenalva, H., Neves, M. & Nunes, S. (2013). Topics in data analysis using R in extreme value theory. Metodoloski Zvezki, 10(1), pp. 17-29.pt_PT
dc.identifier.issn1854-0031
dc.identifier.urihttp://hdl.handle.net/10400.26/22864
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.titleTopics in data analysis using R in extreme value theorypt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.citation.titleMetodoloski Zvezkipt_PT
person.familyNamePenalva
person.familyNameNunes
person.givenNameHelena
person.givenNameSandra
person.identifier.ciencia-id971C-A859-2436
person.identifier.ciencia-idB219-0C0D-080B
person.identifier.orcid0000-0002-3907-5187
rcaap.rightsclosedAccesspt_PT
rcaap.typearticlept_PT
relation.isAuthorOfPublicationae75ba7a-2edc-4280-b8c6-a9a53471e19f
relation.isAuthorOfPublication9d797cc3-fbc1-45b6-b8b2-8d5b989bc9fb
relation.isAuthorOfPublication.latestForDiscoveryae75ba7a-2edc-4280-b8c6-a9a53471e19f

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