PissoortThesis-package: Store the useful functions used during the thesis of Antoine...

In proto4426/PissoortThesis: Thesis in Extreme Value Theory

Description

Store the useful functions used during the thesis of Antoine Pissoort. Package building has been made with the use of roxygen2 the functions are divided in several blocks

• 'Standard' (frequentist) Extreme Value Analysis, both stationary and nonstationary.

• Neural Netowrks

• bootstrap evaluation and performance comparisons (check if we include it)

• Bayesian analysis

References

Jan Beirlant, Yuri Goegebeur, Johan Segers, and Jozef Teugels. Statistics of Extremes: Theory and Applications. John Wiley & Sons, March 2006.

Stuart Coles. An Introduction to Statistical Modeling of Extreme Values. Springer Series in Statistics. Springer London, London, 2001.

Alex J. Cannon. A flexible nonlinear modelling framework for nonstationary generalized extreme value analysis in hydroclimatology. Hydrological Processes, 24(6):673–685, March 2010.

Dipak K. Dey and Jun Yan. Extreme Value Modeling and Risk Analysis: Methods and Applications. CRC Press, January 2016.

Marcelo Hartmann and Ricardo Ehlers. Bayesian Inference for Generalized Extreme Value Distributions via Hamiltonian Monte Carlo. Communications in Statistics - Simulation and Computation, pages 0–0, March 2016.

See Also

Useful links:

• http://github.com/proto4426/PissoortThesis

• Report bugs at http://github.com/proto4426/PissoortThesis/issues

proto4426/PissoortThesis documentation built on May 26, 2019, 10:31 a.m.