Software

Here are links to computer software for performing statistical analyses of extreme values. R is a free version of the commercial statistical programming language S. For more details on the technical computing language and environment Matlab, visit the Mathworks web-site.

R

EVD Alec Stephenson's packages (EVD and EVDBAYES)

EVIR Alec Stephenson's port of Alex McNeil's S library EVIS

ISMEV Alec Stephenson's port of Stuart Coles's S routines ISMEV

EVTK NCAR's Extremes Toolkit

 

Matlab

EVIM Gencay, Selcuk and Ulugulyagci's M-files

EXTREMES Univariate estimation and diagnostic functions

WAFO Wave Analysis for Fatigue and Oceanography toolbox

 

Others

Xtremes Reiss and Thomas's package