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Extreme Value Analysis Software
 

Project Abstract

Extreme value statistics are used primarily to quantify the stochastic behavior of a process at unusually large (or small) values. Particularly, such analyses usually require estimation of the probability of events that are more extreme than any previously observed. Many fields have begun to use extreme value theory and some have been using it for a very long time including meteorology, hydrology, finance and ocean wave modeling to name just a few.

The extremes value analysis software package in2extRemes is an interactive (point-and-click) software package for analyzing extreme value data using the R statistical programming language. A graphical user interface to the package extRemes (version >= 2.0) is provided, so a knowledge of R is not necessarily required. The software packages come with tutorials (available soon) that explain how they can be used to treat weather and climate extremes in a realistic manner (e.g., taking into account diurnal and annual cycles, trends, physically-based covariates).

 
 

Extreme Value Analysis Software

** Please take a moment to register so we may track usage of the Extremes Toolkit. Don't worry, we are using this for tracking purposes ONLY. No spam involved!

Instructions and Tutorials for downloading and using the software.

More general site about statistics of weather and climate extremes and their impacts

 

Publications

Paper making use of Extremes Toolkit:

Gilleland, E., M. Ribatet and A. G. Stephenson, 2013: A software review for extreme value analysis. Extremes, 16 (1), 103 - 119, DOI: 10.1007/s10687-012-0155-0 (pdf).

Stephenson, Alec and Gilleland, Eric, 2006: Software for the Analysis of Extreme Events: The Current State and Future Directions, Extremes 8, 87 - 109.

Gilleland, Eric and Katz, Richard W. "Analyzing seasonal to interannual extreme weather and climate variability with the extremes toolkit (extRemes)", Preprints: 18th Conference on Climate Variability and Change, 86th American Meteorological Society (AMS) Annual Meeting, 29 January - 2 February, 2006, Atlanta, Georgia. P2.15 (pdf file)

Katz, R.W., G.S. Brush, and M.B. Parlange, 2004: “Statistics of extremes: Modeling ecological disturbances.” Ecology (in press) (pdf file)

 
Presentations

Gilleland, Eric. The Extremes Toolkit: Weather and Climate Applications of Extreme Value Statistics, 4th Conference on Extreme Value Analysis: Probabilistic and Statistical Models and their Applications, 15 - 19 August, 2005, Gothenburg, Sweden (invited talk). (pdf file)

Gilleland, E., R. Katz, and G. Young, 2004: “The Extremes Toolkit (extremes): Weather and climate applications of extreme value statistics.” useR! 2004 - The R User Conference, Vienna, Austria, 20-22 May. (pdf file)

Katz, R.W., 2004: "Introduction to statistical theory of extreme values." NCAR Summer Colloquium on Climate and Health, Boulder, CO. (pdf file)

Katz, R.W., 2004: "Statistical methods for extremes in climate and health." NCAR Summer Colloquium on Climate and Health, Boulder, CO. (pdf file)
 

Project PI, Lead, and Staff

  • Richard Katz, PI, Project Lead
    Environmental & Societal Impacts Group, NCAR
  • Barbara Brown
    Research Applications Program, NCAR
  • Eric Gilleland
    Research Applications Program, NCAR
  • Doug Nychka
    Geophysical Statistics Project, NCAR

For more information about this project, please contact Richard Katz at: rwk at ucar.edu

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