Data

Handbook of Statistics of Extremes

Loading & Downloading Data

Most datasets used in the Handbook are available through the R package DATAstudio. Datasets can be downloaded with the DATAstudio command dataset(). For instance:

## DOWNLOADING A PACKAGE WITH COMMAND 'DATASET'
install.packages("DATAstudio")
library(DATAstudio)
dataset("lisbon")
# type ?lisbon for details on the dataset

To cite DATAstudio in publications, here is the BibTeX entry.

Datasets

Part I. Opening Remarks

• 1. Handbook Outline
  

Part II. Univariate Extremes

• 2. Modeling Univariate Extremes—Why and How
  Dataset: heatwaves; venice; pandemics; sp500a
• 3. Learning About Extreme Value Distributions from Data
  Dataset: hongkong; lisbon; marketsUS; sydney
• 4. Bayesian Methods for Extreme Value Analysis
  Dataset: fort; streamflow
• 5. Jointly Modeling the Bulk and Tails
  Dataset: None
• 6. Regression Models for Extreme Events
  Dataset: california; hongkong; madeira

Part III. Multivariate Extremes

• 7. Multivariate Extreme Value Theory
  Dataset: None
• 8. Measures of Extremal Dependence
  Dataset: crypto
• 9. Regression Models for Multivariate Extremes
  Dataset: marketsUS; hurricane
• 10. Conditional Extremes Modeling
  Dataset: bournemouth; netherlands
• 11. Principal Component Analysis for Multivariate Extremes
  Dataset: kfrench
• 12. Clustering Methods for Multivariate Extremes
  Dataset: danube
• 13. Graphical Models for Multivariate Extremes
  Dataset: flights

Part IV. Spatial and Temporal Extremes

• 14. Time Series in Extremes
  Dataset: TBA
• 15. Max-Stable Processes for Spatial Extremes
  Dataset: maxtemps
• 16. Pareto Processes for Threshold Exceedances in Spatial Extremes
  Dataset: waveheights
• 17. Subasymptotic Models for Spatial Extremes
  Dataset: pnw
• 18. Space-Time Modeling of Extremes
  Dataset: None

Part V. Emerging Topics

• 19. Causality and Extremes
  Dataset: seine
• 20. On the Simulation of Extreme Events with Neural Networks
  Dataset: logreturns
• 21. Extreme Quantile Regression with Deep Learning
  Dataset: eurorain
• 22. Risk Measures Beyond Quantiles
  Dataset: AIG;china_storm;us_torn

Part VI. Applications and Case Studies

• 23. Detection and Attribution of Extreme Weather Events: A Statistical Review
  Dataset: TBA
• 24. Evaluation of Extreme Forecasts and Projections
  Dataset: TBA
• 25. Statistical Modeling of Extreme Precipitation
  Dataset: rain_germany; rain_jena
• 26. Statistics of Extremes for Wildfires
  Dataset: CALI_DF; GB_DF
• 27. Statistics of Extremes for Landslides and Earthquakes
  Dataset: landslide
• 28. Tail Risk Analysis for Financial Time Series
  Dataset: SP500_DJIA; SP500_FTSE; returnsSP500
• 29. Statistics of Extremes for the Insurance Industry
  Dataset: loss
• 30. Statistics of Extremes for Neuroscience
  Dataset: epilepsy
• 31. Statistics of Extremes for Incomplete Data, with Application to Lifetime and Liability Claim Modeling
  Dataset: loss

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