This workshop aims to introduce extreme value theory analysis. We will start by motivating the need for modelling extreme observations and present the most common methodologies to do so: the block maxima and the peaks over threshold approaches. We will apply these methods to real data using the most common R packages for extremes and the inference will be made under a frequentist framework.

It is advised that participants install RStudio, together with the packages "ismev" and "evd", previously to the session.

The material of the session is available in:

https://www.dropbox.com/scl/fo/pemwm3gk6ityd7n8m7xn8/h?dl=0&rlkey=7r0gfuhnfz6jt4x6fsd1yw134