Project Team Mistis

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Section: Software

The Extremes freeware

Participants : Laurent Gardes, Stéphane Girard.

Joint work with: Diebolt, J. (CNRS) and Garrido, M. (INRA Clermont-Ferrand-Theix).

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  [54] . 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://extremes.gforge.inria.fr/ .