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1 Software For The Analysis Of Extreme Events
2 Outline Introduction Extreme Value Techniques Software Packages Implementations Future Directions Discussion
3 Introduction My Software Experience Current Software Development Decisions
4 Extreme Value Techniques EDA Block Maxima Peaks Over Threshold Domain Of Attraction Conditions Clustering + Regression Bivariate + Multivariate
5 Software: S S+FinMetrics (module) EVIS EVANESCE EVIS + EVANESCE = S+FinMetrics
6 Software: R (CRAN) ismev + extRemes evir evd fExtremes evdbayes VaR + RandomFields
7 Software: MATLAB EVIM WAFO EXTREMES
8 Software: Other Xtremes (also in Xplore) HYFRAN Statistics of Extremes
13 Software; Distinctions Interface; GUI / Command Line Environment + Language Extreme Value Focus Specialized / General
14 bmpotdoapdgcstregbbmbpot S+Fin(A) S+Fin(B) ismev extRemes evd fExtremes EVIM Xtremes HYFRAN EXTRMS
15 Future Directions Environment + Language Licence + Documentation Design + Development Feedback + Maintenance Developers
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