MatEx version 1.5 - Matlab extremes
Written by Thomas Meinguet on June 28, 2010.

Run the demo files to see and learn how to the software works.

Demo1   Generates and analyses a random M4 without measurement errors
Demo2   Generates and analyses the CM3 in Alk.m with measurement errors
Demo3   Full simulation with output written in file (takes time)
Demo4   Plot histograms given Kest=K and Lest=L (takes time)
Demo5   Real data analysis: European electricity spot prices

Adapt these files for personal purposes.

See the paper "Maxima of moving maxima of continuous functions" on
http://arxiv.org/abs/1003.4130 for a description of the mathematical
content.

This software is part of author's PhD thesis written in
Louvain-la-Neuve, Belgium.

thomas.meinguet@skynet.be

