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Software For Extreme Value Analysis (EVA)

Software For Extreme Value Analysis (EVA)

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Software for implementing extreme value theory:

  • R    
  • S/S-Plus
  • Others
    • Xtremes (Version 3.1)
    • Stable Distributions
    • EVIM -- Extreme Value Analysis in MATLAB
    • EXTREMES
    • GLSnet and peakFQ