Team : mistis
The Extremes freeware
Participant : Stéphane Girard.
Joint work with Jean Diebolt (CNRS), Myriam Garrido (ENAC, Université Toulouse 3) 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 can be downloaded at the following URL: http://www.inrialpes.fr/is2/pub/software/EXTREMES/accueil.html. Recently, this software has been used to propose a new goodness-of-fit test to the distribution tail .