uccle720m

<p>The matrix <code>uccle720m</code> contains daily maximum temperatures in degrees C
recorded at the Uccle, Belgium during July for the years 1901 to 1999.
The Station identifier in the source file is 17 and the Source identifier is
117882.  These data are analysed in Holesovsky and Fusek (2020).</p>

datasets

Performs frequentist inference for the extremal index of a
stationary time series.  Two types of methodology are used.  One type is
based on a model that relates the distribution of block maxima to the
marginal distribution of series and leads to the semiparametric maxima
estimators described in Northrop (2015) <doi:10.1007/s10687-015-0221-5> and
Berghaus and Bucher (2018) <doi:10.1214/17-AOS1621>.  Sliding block maxima
are used to increase precision of estimation. A graphical block size
diagnostic is provided.  The other type of methodology uses a model for the
distribution of threshold inter-exceedance times (Ferro and Segers (2003)
<doi:10.1111/1467-9868.00401>). Three versions of this type of approach are
provided: the iterated weight least squares approach of Suveges (2007)
<doi:10.1007/s10687-007-0034-2>, the K-gaps model of
Suveges and Davison (2010) <doi:10.1214/09-AOAS292> and a similar approach
of Holesovsky and Fusek (2020) <doi:10.1007/s10687-020-00374-3>
that we refer to as D-gaps. For the K-gaps and D-gaps models this package
allows missing values in the data, can accommodate independent subsets of
data, such as monthly or seasonal time series from different years, and can
incorporate information from right-censored inter-exceedance times.
Graphical diagnostics for the threshold level and the respective tuning
parameters K and D are provided.

Paul Northrop

exdex

Estimation of the Extremal Index

Constantinos Christodoulides

uccle720m function

<p>A 31 by 100 numeric matrix.  Column <code>i</code> contains the maximum
  daily temperature in degrees C at Uccle in the year 1900 + <code>i</code> - 1.
  The columns are named 1900, 1901, ..., 1999 and the rows are named
  after the day of the month: 1, 2, .., 31.</p>

uccle720m: 20th century Uccle maximum daily temperatures in July - matrix

Description

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Examples