Tutorial

This tutorial shows the functionalities of Extremes.jl. They are illustrated by reproducing some of the results shown by Coles (2001) in An Introduction to Statistical Modeling of Extreme Values.

Before executing this tutorial, make sure to have installed the following packages:

• Extremes.jl (of course)
• DataFrames.jl (for using the DataFrame type)
• Distributions.jl (for using probability distribution objects)
• Gadfly.jl (for plotting)

and import them using the following command:

julia> using Extremes, Dates, DataFrames, Distributions, Gadfly