Description Details Source References

Contains *6* datasets: `PNS`

, `PNN`

, `NSN`

, `PNNS`

,
`winterdat`

and `Leeds.frechet`

.

The dataset `winterdat`

contains *590* (transformed) observations for
each of the five pollutants. Contains `NA`

s.
Outliers have been removed according to Heffernan and Tawn (2004).
The following datasets have been obtained by applying transformations to `winterdat`

.

`Leeds.frechet`

contains *590* observations corresponding to the
daily maxima of five air pollutants transformed to unit Frechet scale.

`NSN`

contains *100* observations in the *3*-dimensional
unit simplex for the daily maxima of nitrogen dioxide (NO2), sulfur dioxide (SO2)
and nitrogen oxide (NO).

`PNN`

contains *100* observations in the *3*-dimensional
unit simplex for the daily maxima of particulate matter (PM10), nitrogen oxide (NO)
and nitrogen dioxide (NO2).

`PNS`

contains *100* observations in the *3*-dimensional
unit simplex for the daily maxima of particulate matter (PM10), nitrogen oxide (NO)
and sulfur dioxide (SO2).

`PNNS`

contains *100* observations in the *4*-dimensional
unit simplex for the daily maxima of particulate matter (PM10), nitrogen oxide (NO),
nitrogen dioxide (NO2) and sulfur dioxide (S02).

The transformation to unit Frechet margins of the raw data has been considered by
Cooley et al (2010). Only the *100* data points with the largest radial components
were kept.

Cooley, D.,Davis, R. A., and Naveau, P. (2010).
The pairwise beta distribution: a flexible parametric multivariate model for extremes.
*Journal of Multivariate Analysis*, **101**, 2103–2117.

Heffernan, J. E., and Tawn, J. A. (2004).
A conditional approach for multivariate extreme values.
*Journal of the Royal Statistical Society, Series B, Methodology*, **66**, 497–546

ExtremalDep documentation built on May 31, 2017, 5:01 a.m.

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