This file contains datasets associated with the research article "Cold waves likely never to happen again". All data (observations and CMIP6 models) needed to reproduce key results of this paper are included here. Data is spread over 4 directories, one for each event considered (Europe, China, Brazil, Texas). Each directory contains inputs and outputs. Directory 'input' includes time-series of: - CMIP6 model data for the covariate X, - CMIP6 model data for the variable Y used to define the event (eg TMn10d for Europe), - (pseudo-)observations from ERA5 for the covariate X, - (pseudo-)observations from ERA5 for the variable Y used to define the event (eg, TMn10d for Europe). Directory 'ouput' includes the key results from the statistical analysis: - Summary_CXCB.txt provides key numbers for probability and intensity of the events, in the factual and counter-factual world. - *paramsCXCB.nc provides the time-series of the fitted (posterior distribution) GEV coefficients (mu,sigma,xi). - *climCXCB.nc provides details about the event definition, the fitted non-stationary GEV parameters, the covariate X, and key outpus such as the estimated probability and intensity of the event.