Abstract
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (Extremes 8:87–109, 2006) and Gilleland et al. (Extremes 16(1):103–119, 2013). We provide a comparative review by topic and highlight differences in existing numerical routines, along with listing areas where software development is lacking. The online supplement contains two vignettes comparing implementations of frequentist and Bayesian estimation of univariate extreme value models.
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Funding in partial support of this work was provided by the Natural Sciences and Engineering Research Council (RGPIN-2022-05001, DGECR-2022-00461). The authors declare that they have no conflict of interest. They thank three anonymous referees, the associate editor and B. Béranger for helpful comments.
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Belzile, L.R., Dutang, C., Northrop, P.J. et al. A modeler’s guide to extreme value software. Extremes 26, 595–638 (2023). https://doi.org/10.1007/s10687-023-00475-9
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DOI: https://doi.org/10.1007/s10687-023-00475-9