Team MISTIS

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Section: Software

The Extremes freeware

Participants : Laurent Gardes, Stéphane Girard.

Joint work with Jean Diebolt (CNRS), Myriam Garrido (INRA Clermont-Ferrand) and Jérôme Ecarnot.

The Extremes software is a toolbox dedicated to the modelling of extremal events offering extreme quantile estimation procedures and model selection methods. This software results from a collaboration with EDF R&D. It is also a consequence of the PhD thesis work of Myriam Garrido. The software is written in C++ with a Matlab graphical interface. It is now available both on Windows and Linux environments. It can be downloaded at the following URL: http://mistis.inrialpes.fr/software/EXTREMES/ .

Recently, this software has been used to propose a new goodness-of-fit test to the distribution tail [17] .


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