The Extremes freeware
Joint work with:Diebolt, J. (CNRS) and Garrido, M. (INRA Clermont-Ferrand).
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. Besides, Sophie Chopart has developed a new interface in C++. The software is now independent of Matlab.