Graybill VIII
6th International Conference on Extreme Value Analysis


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A one-day hands-on workshop is always held in advance of the Graybill Conference. 

The workshop will be held on the Colorado State University campus in room 205 of the Weber Building. Click here for a map. The workshop will begin at 9am, lunch on your own at noon, then it resumes at 1:30pm and concludes at 4pm.

An introduction to the analysis of extreme values using R and extRemes

The instructors for the workshop will be:
Eric Gilleland, NCAR, Boulder CO
Mathieu Ribatet, EPFL, Lausanne, Switzerland

Description for the first part of the workshop:
Much of the statistical analysis tools taught in introductory statistics courses concern with the center of mass of distributions, often relying on the Central Limit Theorem (CLT) as justification for assuming that a sample of data follow the Normal distribution.  When interest is in extremes, however, much of the data can be less useful, and the assumption of normality may not be appropriate.  A similar theorem to the CLT, the Extremal Types Theorem, provides justification for the generalized extreme value (GEV) family of distributions under certain assumptions.

This workshop will give some background on extreme value analysis (EVA), and an introduction to fitting data to the GEV as well as threshold excess models (the generalized Pareto (GP) and point process).  The R programming language will be used, but no knowledge of the language is required as the graphical user interface (GUI) R package, extRemes, will primarily be used.  Some instruction on using R will also be given to assist in going beyond the capabilities of the GUI's.

In addition to the introduction to statistical analysis of extremes, the workshop will present a tutorial on spatial extremes using the spatial extremes package in R.  A description of the package follows:
The SpatialExtremes package aims to provide tools for modeling spatial extremes. Many environmental processes are spatial by nature and the knowledge of the univariate/multivariate distribution of extremes is not enough. This package aims to fill this gap by using several approaches. Currently, the modeling is performed through the max-stable framework. Max-stable processes are the extension of the extreme value theory to random fields. Later, different approaches will be implemented such as the latent variable and the copula based methodologies.

Graybill Conference VIII
June 22-26, 2009
Colorado State University
Hilton Fort Collins

Fort Collins, CO 80526
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2009 Conference Poster
Last Updated: June 15, 2009