Leeds.frechet: Multivariate data set with margins following unit Frechet...

Description Format Source References

Description

The data set contains 590 (transformed) daily maxima of five air pollutants recorded in Leeds (U.K.) during five winter seasons (1994-1998). Contains NA's. Marginal transformation to unit Frechet was performed by Cooley et.al. (see reference below).

Format

A 590*5 - matrix:

Source

http://www.airquality.co.uk

References

COOLEY, D., DAVIS , R. and NAVEAU , P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117.


lbelzile/BMAmevt documentation built on May 17, 2018, 12:16 p.m.