Please take a moment to register so that we can determine if enough people are using this toolkit to continue with its development! Thanks! You will not be put on any mailing lists unless you ask for email updates (which are infrequent).
You can electronically mail comments (good and bad) on the toolkit (or ask for help) to Eric Gilleland   (ericg @ ucar . edu).

Table of Contents

Extremes Toolkit (extRemes):

Weather and Climate Applications of Extreme Value Statistics 1

July, 2005

Eric Gilleland2 and Richard W. Katz3



Summary: The Extremes Toolkit (extRemes) is designed to facilitate the use of extreme value theory in applications oriented toward weather and climate problems that involve extremes, such as the highest temperature over a fixed time period. This effort is motivated by the continued use of traditional statistical distributions (normal, lognormal, gamma, ...) in situations where extreme value theory is applicable. The goal is to write a GUI prototype to interact with a high-level language capable of advanced statistical applications. Computational speed is secondary to development time. With these guidelines, the language R was chosen in conjunction with a Tcl/Tk interface. R is a GNU-license product available at www.r-project.org. Tcl/Tk is a popular GUI development platform also freely available for Linux, Unix and the PC (see Software Requirements for more details).

While the software can be used without the graphical interface, beginning users of R will probably want to start by using the GUI. If its limitations begin to inhibit, it may be worth the investment to learn the R language. The majority of the code was adapted by Alec Stephenson from routines by Stuart Coles. Coles (2001) (b) is a useful text for further study of the statistical modeling of extreme values.

This toolkit and tutorial do not currently provide for fitting models for multivariate extremes or spatiotemporal extremes. Such functionality may be added in the future, but no plans currently exist and only univariate methods are provided.

Hardware requirements: Tested on unix/Linux and Windows 2000

Software requirements: R (version 1.7.0 or greater) and Tcl/Tk (included with R >= 1.7.0 for Windows)



Abreviations and Acronymns

GEV Generalized Extreme Value
GPD Generalized Pareto Distribution
MLE Maximum Likelihood Estimator
POT Peaks Over Threshold
PP Point Process

Table of Contents

 References
Index

















1This toolkit is funded by the National Science Foundation (NSF) through the National Center for Atmospheric Research (NCAR) Weather and Climate Impact Assessment Science Initiative, with additional support from the NCAR Geophysical Statistics Project (GSP). Initial work on the toolkit was performed by Greg Young. We thank Stuart Coles for permission to use his S-PLUS functions. This tutorial is for version 1.50 of extRemes.

2Corresponding author address: Eric Gilleland, NCAR, Research Applications Laboratory (RAL), P.O. Box 3000, Boulder, CO 80307-3000, U.S.A.

3NCAR, Institute for the Study of Society and Environment (ISSE)