论文标题
建模的极值软件指南
A modeler's guide to extreme value software
论文作者
论文摘要
这篇评论论文调查了自斯蒂芬森和吉尔兰（Stephenson and Gilleland）（2006）和吉尔兰（Gilleland）等人发表以来，对软件实施的最新发展进行了极端价值分析。 （2013年），重点是数字挑战。我们通过主题提供了比较审查，并突出了现有例程的差异以及缺乏软件开发的清单领域。在线补充剂包含两个小插图，可比较单变量极值模型的频繁主义者和贝叶斯估算的实现。
This review paper surveys recent development in software implementations for extreme value analyses since the publication of Stephenson and Gilleland (2006) and Gilleland et al. (2013), here with a focus on numerical challenges. We provide a comparative review by topic and highlight differences in existing routines, along with listing areas where software development is lacking. The online supplement contains two vignettes providing a comparison of implementations of frequentist and Bayesian estimation of univariate extreme value models.
