Europe/Lisbon
Room P3.10, Mathematics Building — Online

Soraia Pereira and Lídia André, Faculty of Sciences, University of Lisbon and Lancaster University
Introduction to Extremes with R

This workshop aims to introduce extreme value theory analysis. We will start by motivating the need for modelling extreme observations and present the most common methodologies to do so: the block maxima and the peaks over threshold approaches. We will apply these methods to real data using the most common R packages for extremes and the inference will be made under a frequentist framework.

It is advised that participants install RStudio, together with the packages "ismev" and "evd", previously to the session.

Joint seminar CEMAT and CEAUL