Leeds.frechet

<p>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   <em>et.al.</em> (see reference below).##' \(x=X/||V||\). Thus,</p>

datasets

Toolkit for Bayesian estimation of the dependence structure in multivariate extreme value parametric models, following Sabourin and Naveau (2014) <doi:10.1016/j.csda.2013.04.021> and Sabourin, Naveau and Fougeres (2013) <doi:10.1007/s10687-012-0163-0>.

Leo Belzile

BMAmevt

Multivariate Extremes: Bayesian Estimation of the Spectral
Measure

Anne Sabourin

Leeds.frechet function

Format

Multivariate data set with margins following unit Frechet distribution. — Leeds.frechet

Multivariate data set with margins following unit Frechet distribution.

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

Description

Arguments

Format

References