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Air quality datasets containing daily maxima of five air pollutants
(PM10, NO, NO2, O3 and SO2) recorded in Leeds, U.K., during five winter
seasons (November–February) between 1994 and 1998. Six derived datasets
are included: PNS, PNN, NSN, PNNS,
winterdat and Leeds.frechet.
The dataset winterdat contains 590 transformed observations
for each of the five pollutants. Contains NAs. Outliers have been
removed according to Heffernan and Tawn (2004).
The following datasets have been obtained by applying transformations to
winterdat:
Leeds.frechet: 590 observations corresponding to the
daily maxima of five air pollutants transformed to unit Frechet scale.
NSN: 100 observations in the 3-dimensional
unit simplex for the daily maxima of nitrogen dioxide (NO2), sulfur dioxide
(SO2) and nitrogen oxide (NO).
PNN: 100 observations in the 3-dimensional
unit simplex for the daily maxima of particulate matter (PM10), nitrogen
oxide (NO) and nitrogen dioxide (NO2).
PNS: 100 observations in the 3-dimensional
unit simplex for the daily maxima of particulate matter (PM10), nitrogen
oxide (NO) and sulfur dioxide (SO2).
PNNS: 100 observations in the 4-dimensional
unit simplex for the daily maxima of particulate matter (PM10), nitrogen
oxide (NO), nitrogen dioxide (NO2) and sulfur dioxide (SO2).
The transformation to unit Frechet margins of the raw data was considered by
Cooley et al. (2010). Only the 100 data points with the largest
radial components were kept.
Cooley, D., Davis, R. A., and Naveau, P. (2010). The pairwise beta distribution: a flexible parametric multivariate model for extremes. Journal of Multivariate Analysis, 101, 2103–2117.
Heffernan, J. E., and Tawn, J. A. (2004). A conditional approach for multivariate extreme values. Journal of the Royal Statistical Society: Series B (Methodology), 66, 497–546.
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