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ExtremalDep (version 1.0.0)

pollution: Air quality datasets recorded in Leeds (U.K.)

Description

Air quality datasets containing daily maxima of five air pollutants (PM10, NO, NO2, O3 and SO2) recorded in Leeds, U.K., during five winter seasons (November--February) between 1994 and 1998. Six derived datasets are included: PNS, PNN, NSN, PNNS, winterdat and Leeds.frechet.

Arguments

Details

The dataset winterdat contains \(590\) transformed observations for each of the five pollutants. Contains NAs. Outliers have been removed according to Heffernan and Tawn (2004).

The following datasets have been obtained by applying transformations to winterdat:

  • Leeds.frechet: \(590\) observations corresponding to the daily maxima of five air pollutants transformed to unit Frechet scale.

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

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

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

  • PNNS: \(100\) observations in the \(4\)-dimensional unit simplex for the daily maxima of particulate matter (PM10), nitrogen oxide (NO), nitrogen dioxide (NO2) and sulfur dioxide (SO2).

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

References

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.