TOPICS IN DATA ANALYSIS USING R IN EXTREME VALUE THEORY

The Extreme Value Theory has grown gradually from the beginning of the 20th century. The statistical analysis of extremes values is dedicated to describe and predict the behavior of extremes values and nowadays there is a wide number of applied sciences where this subject is largely used. So, accurately modeling extreme events has become more and more exigent and the analysis requires tools that must be simple to use but also should consider complex statistical models in order to produce valid inferences. To deal with accurate, friendly, free and open-source software is of great value for practitioners and researchers. The goal of this presentation is a review of the main steps for initializing a data analysis of extreme values in R environment. Some well documented packages are briefly described, and two data sets will be considered for illustrating the use of some functions.