Accompanying code for Chapter 14 (Time Series in Extremes) of the Handbook on Statistics of Extremes
Most of this code was written by Graeme Auld.
This code is shared to use the methodology and reproduce results of:
G. Auld, L. De Monte, and I. Papastathopoulos. Time series in extremes. In M. de Carvalho, R. Huser, P. Naveau, and B. J. Reich, editors, Handbook on Statistics of Extremes . Chapman & Hall, 2026.
This zipped file contains all relevant constituents needed to reproduce the results of Chapter 14.
The main files, Case_Study_part1.R and Case_Study_part2.R can be ran line by line to reproduce the main results and some tangential results referred to in the text.
In both main R files, the user will need to change line 5 to specify their correct path to the folder 'Ch14_TSExtremes'.