Hey there,
I have received multiple requests over the last few months to provide information on how I created the combined return level plots when using both annual maxima series and partial duration series. I have put off the evil hour to provide these scripts since I intended to come up with
Hey there,
welcome to part 4 of our short introduction to extreme value analysis using the extRemes package in R.
In the recent posts about the block maxima method and the threshold excess method, we have simply assumed that all assumptions for extreme value analysis are fulfilled. However, this is
Hey there,
welcome to part 2 of our short introduction to extreme value analysis using the extRemes package in R.
As some of you might know, there are two common approaches for practical extreme value analysis. Today, we will focus on the first of these two approaches, called the block maxima method.
This
Dear all,
I have slightly revised parts of the code used in my posts on Extreme Value Analysis. While they were correct with respect to the results, some parts of the code written by former me more than two years ago were plainly ugly. I have also removed some redundancies and
Hey there,
welcome to part 3 of our short introduction to extreme value analysis using the extRemes package in R.
Having discussed the block maxima method the last time, we will now have a look at the threshold excess method.
According to Coles (2001), the threshold approach is more efficient than the
Hey there!
Today I’d like to start a series of some posts concerning extreme value analysis using R.
Basically, there are several very useful packages in R which provide methods and functions for extreme value analysis. Information on different software (including all relevant R packages) for extreme value analysis can of course