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