In: Computational Statistics, 13, No. 4, Dec 1998, pp. 551-555

XTREMES Version 2.1

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4 DOCUMENTATION AND EXAMPLES

XTREMES has an index-structured online help. Furthermore, the technical aspects of the softwaresystem are described in the appendix of the book by Reiss and Thomas (s. REISSS and THOMAS (1997), p. 265 ff.). The softwaresystem comes with many data sets including examples from the fields of Finance, Economy, Insurance, Hydrology, Engineering, Biology, Ecology, Natural Sciences, and Sociology.

5 DATA HANDLING

Usually XTREMES works on a data set of a specific type called active data set. The corresponding data file has a header where certain specifications must be given such as the type of the data set and the sample size. ...

The softwaresystem stores a generated data set as an ASCII file which may be edited in every ASCII editor available under Windows or MS-DOS. ...

6 STATISTICAL AND GRAPHICAL FACILITIES

With regard to the detailed review of the XTREMES version 1.2 by Anderson (s. Anderson (1995)) the most essential enhancement of the softwaresystem is the implementation of means for the multivariate statistical analysis of extreme values. In particular, the estimation in the Marshall-Olkin, the Hüsler-Reiss as well as in the Gumbel-McFadden model is supported.

The softwaresystem offers many facilities for the graphical presentation of results as well as tools to manipulate graphics. The user-friendly modification of plots is supported by selecting specific mouse modes which are activated by clicking corresponding buttons in the tool bar. ...

7 USERFORMULA AND XPL PROGRAMMING

... To enhance the UFO facility, the softwaresystem includes programming in a Pascal-like language called XPL. The complete XPL Reference Manual is stored on the CD-ROM as a postscript file. To program successfully with XPL several aspects are described in the appendix C of the book by Reiss and Thomas as well (s. REISS and THOMAS (1997), p. 283 ff.). Among the many applications of XPL the most relevant are to implement supplementary routines to generate data sets, to transform existing data and to implement user-specified estimators. ...

8 CONCLUDING REMARKS

With general statistics software appropriate tools for the analysis of real extreme value problems are rarely provided. XTREMES excellently fills this gap in the statistics software market.

Besides its aid in academic teaching of some basic ideas of the statistical analysis of extreme values XTREMES offers the means to deal with extreme value problems in practice. But the availability of excellent software tools is merely a first step to convince practitioners outside of the academic field to apply nonconventional techniques. Therefore, the future development of a softwaresystem like XTREMES should be complemented by scientific consulting for the benifit of extreme value practitioners as well as developers. ...

H.-P. Bäumer, Oldenburg