Leeds.frechet {BMAmevt}

Multivariate data set with margins following unit Frechet distribution.

Description

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 et.al. (see reference below).##' x=X/||V||. Thus,

Format

A 590*5 - matrix:

References

COOLEY, D., DAVIS, R. and NAVEAU, P. (2010). The pairwise beta distribution: A flexible parametric multivariate model for extremes. Journal of Multivariate Analysis 101, 2103-2117