Open the World with Open Source

Workshop Organised by the Monash Business Analytics Team (WOMBAT)


Tutorial AM 4: Oct 22 9:00-12:30

An introduction to extreme value analysis in R


Presenter: Kate Saunders is a lecturer in the Department of Econometrics and Business Statistics at Monash University. She is also a Chief Investigator with the ARC Centre of Excellence in Climate Extremes. Her research focus is on statistical modelling of climate extremes; and understanding how the probability of extreme events might be influenced by natural variability and climate change. Other interests include; statistical post-processing of meteorological forecasts, quality control of meteorological data and how to estimate the risk posed by compound weather events. Kate's research improves our understanding of the probability of extreme climate/weather events and helps us to make informed decisions about natural disaster risk.

Tutorial details
In this tutorial will we will learn the basics of fitting extreme value distributions in R. This will include: (Time permitting) we will also touch upon how to: Background: Ideally participants should have a working knowledge of R and some experience with ggplot2. For this tutorial we will be using the R package extRemes.

Tutorial materials can be found here.