[R] Plotting results from extRemes package – Extreme Value Analysis


Something a little different to my usual posts and targeted to people interested in Extreme Value Analysis (EVA).

I have been working on an analysis of extreme sea levels as part of my PhD on flooding risk. If you are familiar with EVA in R you will have likely come across the extRemes package, written by Eric Gilleland. While I am not (yet!) an expert in EVA, I have found this package to be quite accessible.

The package’s main function, ‘fevd()‘, fits an extreme value distribution to data. Methods for plotting are available for objects of class ‘fevd‘ to produce diagnostics and result plots, such as a return level plot.

My issue is the restricted control you seem to have over the plot’s layout and general look. You can choose which plots to show, or to add a custom title, but not much else. What if you want to customise the plot to your liking, plot the results in another software/package or display two EVAs on the same figure as shown above?

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