Index

Example Datasets

• Flood damage (Loading data)

• Fort Collins Precipitation

  • fit to GPD
  • fit to point process model
  • fit with Nonconstant Thresholds
  • transforming data

• Phoenix Temperature Data

  • fit to a point process model
  • Declustering

• Port Jervis temperature

  • Loading into R (through extRemes)
  • Fitting to a GEV
  • Fitting to a GEV (with a covariate)

• to a GEV
• to a GEV (with a covariate)
• to a GPD
• to a PP
• to a Poisson (frequency of extremes)
• to a Poisson-GP
• Diagnostic Plots (GEV)
• Diagnostic Plots (GPD)
• Diagnostic Plots (Nonstationary series)
• Diagnostic Plots (PP)
• maximum likelihood estimation (MLE)
• software for finding the MLE
• Parameter Confidence Intervals

Generalized Extreme Value Distribution (GEV)

• definition of
• fitting data to a (see Fitting data to a distribution above)
• theoretical background

Generalized Pareto Distribution (GPD)

• definition of
• fitting data to a (see Fitting data to a distribution above)
• theoretical background

Poisson-GP

• fitting data to a (see Fitting data to a distribution above)
• theoretical background

Simulating Data

• from a GEV
• from a GEV (with a linear trend)
• from a GPD

Threshold Selection

• GPD
• PP