Software for the analysis of extreme events: The current state and future directions |
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Authors: | Email author" target="_blank">Alec?StephensonEmail author Eric?Gilleland |
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Institution: | (1) Department of Statistics and Applied Probability, Faculty of Science, National University of Singapore, Singapore, 117546, Singapore;(2) Research Applications Laboratory, National Center for Atmospheric Research, 3450 Mitchell Lane, Boulder, CO 80301, USA |
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Abstract: | The last few years have seen a significant increase in publicly available software specifically targeted to the analysis of
extreme values. This reflects the increase in the use of extreme value methodology by the general statistical community. The
software that is available for the analysis of extremes has evolved in essentially independent units, with most forming extensions
of larger software environments. An inevitable consequence is that these units are spread about the statistical landscape.
Scientists seeking to apply extreme value methods must spend considerable time and effort in determining whether the currently
available software can be usefully applied to a given problem. We attempt to simplify this process by reviewing the current
state, and suggest future approaches for software development. These suggestions aim to provide a basis for an initiative
leading to the successful creation and distribution of a flexible and extensible set of tools for extreme value practitioners
and researchers alike. In particular, we propose a collaborative framework for which cooperation between developers is of
fundamental importance.
AMS 2000 Subject Classification Primary—62P99 |
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Keywords: | Extreme value theory Software development Statistical computing |
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