[R] question about extreme value distribution

Avril Coghlan alc at sanger.ac.uk
Thu Nov 22 13:46:27 CET 2007


Hello,

I have a question about using extreme
value distribution in R. 

I have two variables, X and Y, and have pairs
of points (X1,Y1),(X2,Y2), (X3,Y3) etc.
When I plot X against Y, it looks 
like the maximum value of Y (for a particular X) is
correlated with X.

Indeed, when I bin the data by X-value into
equally sized bins, and test whether the maximum 
value of Y for a bin is correlated with the mean
X for the bin, there is a significant
correlation between max(Y) and X. However, I am
not very happy with this because there is not
an equal number of data points in each bin.

I imagine that there is a better statistical
test that I could use, if I could fit an
extreme value distribution to the Y data.
However, I'm not sure how to do this. 
I am wondering is there a way to use the
extreme value distribution functions in R
to test the hypothesis that the maximum of Y
(for a particular X) is correlated with X?

I would appreciate advice very much.

regards
Avril Coghlan







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