Gabriel Gobeil
I am a research associate at Polytechnique Montréal in the group of Jonathan Jalbert.
Session
07-28
17:20
30min
Extreme Value Analysis in Julia with Extremes.jl
Gabriel Gobeil
In this talk, we present Extremes.jl, a package that provides exhaustive high-performance functions for the statistical analysis of extreme values with Julia. Parameter estimation, diagnostic tools for assessing model accuracy and high quantile estimation are implemented for stationary and non-stationary extreme value models. The functionalities will be illustrated in this talk by reproducing many results from the popular book of Coles (2001).
JuliaCon
Green