dataKNMI: Wind speeds in the Netherlands.

In tailDepFun: Minimum Distance Estimation of Tail Dependence Models

Description

Daily maximal speeds of wind gusts, measured in 0.1 m/s. The data are observed at 22 inland weather stations in the Netherlands. Only the summer months are presented here (June, July, August). Also included are the Euclidian coordinates of the 22 weather stations, where a distance of 1 corresponds to 100 kilometers.

Format

dataKNMI$data is a matrix with 672 rows and 22 columns, dataKNMI$loc is a matrix with 22 rows and 2 columns.

Source

KNMI

References

Einmahl, J.H.J., Kiriliouk, A., Krajina, A., and Segers, J. (2016). An Mestimator of spatial tail dependence. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 78(1), 275-298.

Examples

data(dataKNMI)
n <- nrow(dataKNMI$data)
locations <- dataKNMI$loc
x <- apply(dataKNMI$data, 2, function(i) n/(n + 0.5 - rank(i)))
indices <- selectGrid(cst = c(0,1), d = 22, locations = locations, maxDistance = 0.5)
EstimationBR(x, locations, indices, k = 60, method = "Mestimator", isotropic = TRUE,
covMat = FALSE)$theta

tailDepFun documentation built on June 3, 2021, 5:10 p.m.