Rainfall, wave-surge, Port Pirie and River Nidd data sets.
The format of the rain data is: num [1:17531] 0 2.3 1.3 6.9 4.6 0 1 1.5 1.8 1.8 ...
The wave-surge data is bivariate and is used for testing functions in
The Port Pirie data has two columns: 'Year' and 'SeaLevel'.
The River Nidd data represents 154 measurements of the level of the River Nidd at Hunsingore Weir (Yorkshire, UK) between 1934 and 1969. Each measurement breaches the threshold of $65 m^3/2$. Various authors have analysed this dataset, as described by Papastathopoulos and Tawn~egp, there being some apparent difficulty in identifying a threshold above which GPD models are suitable.
The rain, wave-surge and Port Pirie datasets are used by Coles and appear in
ismev package. The River Nidd data appear in the
Copied from the
ismev package and the
S. Coles, An Introduction to Statistical Modeling of Extreme Values, Springer, 2001
I. Papastathopoulos and J. A. Tawn, Extended Generalised Pareto Models for Tail Estimation, Journal of Statistical Planning and Inference, 143, 134 – 143, 2011