Applied result detail

EVDest 1.0

FUSEK, M.; HOLEŠOVSKÝ, J.

Original Title

EVDest 1.0

English Title

EVDest 1.0

Type

Software

Abstract

When dealing with real (e.g. hydrological) data, extreme values of the measured variables often occur. EVDest 1.0 is a software in which two models for statistical analysis of such data are implemented. Specifically, it uses the block maxima model and the peaks-over-threshold (POT) model. In case of the POT model, two submodels are included. One is suitable for the analysis of independent series and the second one for the analysis of series with dependent observations (a declustering parameter included). Thresholds in the POT model are estimated using graphical methods and the suitability of the probability model is tested using goodness-of-fit tests (Pearson's Chi2 test, Kolmogorov-Smirnov test, Anderson-Darling test). Moreover, the estimation procedure for quantile functions (return levels) estimation is implemented. Hydrological data for testing purposes are included.

Abstract in English

When dealing with real (e.g. hydrological) data, extreme values of the measured variables often occur. EVDest 1.0 is a software in which two models for statistical analysis of such data are implemented. Specifically, it uses the block maxima model and the peaks-over-threshold (POT) model. In case of the POT model, two submodels are included. One is suitable for the analysis of independent series and the second one for the analysis of series with dependent observations (a declustering parameter included). Thresholds in the POT model are estimated using graphical methods and the suitability of the probability model is tested using goodness-of-fit tests (Pearson's Chi2 test, Kolmogorov-Smirnov test, Anderson-Darling test). Moreover, the estimation procedure for quantile functions (return levels) estimation is implemented. Hydrological data for testing purposes are included.

Keywords

Extreme value distribution, block maxima, peaks over threshold, dependent observations

Key words in English

Extreme value distribution, block maxima, peaks over threshold, dependent observations

Location

UMAT FEKT VUT v Brně, Technická 2848/8, 616 00 Brno

Possibilities of use

only the provider uses the result

Licence fee

In order to use the result by another entity, it is always necessary to acquire a license

www

http://www.umat.feec.vutbr.cz/software/evdest.html