Satellite Workshop on Statistical Computing for Extremes

Sunday, June 14, 2015

Instructors: Eric Gilleland (NCAR) and Mathieu Ribatet (University of Montpellier)


This one-day event will offer a hands-on introduction to popular R-packages for Extremes. The first part will focus on inference for univariate extremes.  The second part will cover basic theory and statistical models for modeling spatial extremes. This includes estimation, simulation as well as prediction. The workshop will take place in a computer lab on the campus of the University of Michigan, Ann Arbor. The main goal is to provide an informal and interactive experience, where participants will learn methods and readily try them on simulated and real data examples.
Note: There are NO desk computers in the room. Please bring your own laptop. The desks are equipped with Ethernet ports but please make sure you have R and all necessary data and packages pre-installed.
R-packages: Please make sure you have the latest versions of the R-packages extRemes and SpatialExtremes.
Presentation materials
  • Slides from Eric Gilleland’s presentation in PDF.
  • Slides from Mathieu Ribatet’s presentation in PDF.
Important note from Mathieu Ribatet:
Due to time constraints, we will use the development version of the SpatialExtremes package—and not the one published on CRAN. The installation is thus slightly different from what you’re used to. To be all set for the workshop could you please invoke the following code within your R session? (I think the best timing for doing it would probably be on Thursday (June 11).)

install.packages(c(‘fields’, ‘maps’))

install.packages(‘SpatialExtremes’, repos = ‘’)

 Please also check that you have the latest version of R installed (currently R-3.2.0).
Note for Mac users: You may experience problems with the above method of installation of SpatialExtremes. If this is the case, they should try the conventional method:
and then choose the option to compile from sources.
Time and Place: Sunday, June 14: 8:30am-5:30pm in USB (Undergraduate Sciences Building), room 1250 (first floor).
  •   8-8:30    (registration, coffee and bagels)
  •   8:30-10  (Eric Gilleland)
  •  10-10:30 (break: coffee and cookies)
  •  10:30-12 (Eric Gilleland)
  •  12 – 13:30 (lunch)  Sandwiches (both vegetarian and non-veggie options) from Jerusalem Garden.
  •  13:30-15 (Mathieu Ribatet)
  •  15-15:30 (break: soft drinks)
  •  15:30-17 (Mathieu Ribatet)
  • 18:00 (University of Michigan Blue Bus Shuttle to Hampton Inn-South and Sheraton hotels) Pick-up at the CCTC bus stop.
Transportation:  For people staying in the area of the Hampton Inn South and Sheraton hotels, we will provide free transportation by a chartered University of Michigan Blue Bus.
Blue Bus Shuttle Schedule:
  • Sunday morning pick-up: 7:30am from the Hampton Inn South, and then at 7:40am from the Sheraton hotel. Tentative drop-off time 7:55am at the CCTC bus stop.
  • Sunday afternoon pick-up: 18:00 at the CCTC bus stop and tentative drop-off at 18:15 at the Hampton Inn South and Sheraton hotels.

Maps and Resources:

  •  Walking from the CCTC bus stop to the workshop USB building: map in PDF.
  •  University of Michigan Central Campus: map in PDF.
  •  Interactive campus map.