summer

winter


 Air pollution data from Leeds (U.K.) city centre, collected from 1994
to 1998. The <code>summer</code> data set corresponds to the months
of April to July inclusive. The <code>winter</code> data set corresponds to the months
of November to February inclusive. Some outliers have been
removed, as discussed by Heffernan and Tawn, 2004.


datasets

summer and winter data

Statistical extreme value modelling of threshold excesses,
maxima and multivariate extremes.  Univariate models for threshold
excesses and maxima are the Generalised Pareto, and Generalised
Extreme Value model respectively.  These models may be fitted by
using maximum (optionally penalised-)likelihood, or Bayesian
estimation, and both classes of models may be fitted with covariates
in any/all model parameters.  Model diagnostics support the fitting
process. Graphical output for visualising fitted models and return
level estimates is provided.  For serially dependent sequences, the
intervals declustering algorithm of Ferro and Segers is provided,
with diagnostic support to aid selection of threshold and declustering
horizon.  Multivariate modelling is performed via the conditional
approach of Heffernan and Tawn, with graphical tools for threshold
selection and to diagnose estimation convergence.

Harry Southworth

texmex

Statistical modelling of extreme values

summer and winter data function

Data frames with 578 (summer) and 532 (winter) observations on the following 5 variables.
  <dl>
    <dt><code>O3</code></dt><dd>Daily maximum ozone in parts per billion.</dd> <dt><code>NO2</code></dt><dd>Daily maximum NO2 in parts per billion.</dd> <dt><code>NO</code></dt><dd>Daily maximum NO in parts per billion.</dd> <dt><code>SO2</code></dt><dd>Daily maximum SO2 in parts per billion.</dd> <dt><code>PM10</code></dt><dd>Daily maximum PM10 in micrograms/metre^3</dd> </dl> 

Format

Provided as online supplementary material to Heffernan and Tawn, 2004: http://www.blackwellpublishing.com/rss/Readmefiles/heffernan.htm

summer and winter data: Air pollution data, separately for summer and winter months

Description

Usage

Arguments

Format

Source

References

Examples