Five-variate dataset which margins follow unit-Frechet
distributions, obtained from `winterdat`

by
probability integral transform. Marginal estimation was
performed by maximum likelihood estimation of a
Generalized Pareto distribution over marginal thresholds
corresponding to *0.7* quantiles, following Cooley
*et.al.* (see reference below). The “non
extreme” part of the marginal distributions was
approximated by the empirical distribution function.

A *601*5* - matrix:

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*.

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