Thanks Ravi! I'll contact you off the list as this is of high interest to me. I'll also check that paper by Singh and Demchuk......if my more than limited understanding of maths and statistics allows me to do so :)
Thanks also to Dimitris, I'll first try to get more info on the copula package and then see how to choose the best copula model as you suggested. Aziz -----Original Message----- From: Ravi Varadhan [mailto:[EMAIL PROTECTED] Sent: May 12, 2006 1:41 PM To: Chaouch, Aziz; 'Dimitris Rizopoulos'; [EMAIL PROTECTED] Cc: r-help@stat.math.ethz.ch Subject: RE: [R] Maximum likelihood estimate of bivariatevonmises-weibulldistribution Hi Aziz, One of my friends recently wrote his PhD thesis from University of Leeds under Kanti Mardia's direction. He has dealt with different models for bivariate von Mises distribution, and also with ML estimation for binary mixtures of bivariate von Mises using EM algorithm, and also with Gibbs Sampling for drawing from the posteriors. If you are interested, you can contact me off the list and I can put you in touch with him. There is also a paper by Singh and Demchuk (Biometrika 2002) that is highly relevant to your question. Best, Ravi. ------------------------------------------------------------------------ -- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] ------------------------------------------------------------------------ -- > -----Original Message----- > From: [EMAIL PROTECTED] [mailto:r-help- > [EMAIL PROTECTED] On Behalf Of Chaouch, Aziz > Sent: Friday, May 12, 2006 9:13 AM > To: Dimitris Rizopoulos; [EMAIL PROTECTED] > Cc: r-help@stat.math.ethz.ch > Subject: Re: [R] Maximum likelihood estimate of bivariatevonmises- > weibulldistribution > > Thanks a lot! I wasn't aware of that copula package and it could well > be appropriate to use it for my application. However if I read the > copula help correctly, I still need to know what kind of copula to use > to link the distribution of wind speeds and directions. Is there a way > to determine this in R? > > Moreover can I use the Von Mises distribution from the circular or > CircStats package into the mvdc function of the copula package or does > the mvdc function only recognize distributions available "natively" > within R? > > Thanks again to all, your help is highly appreciated for a newbie like > me! > > Regards, > > Aziz > > -----Original Message----- > From: Dimitris Rizopoulos [mailto:[EMAIL PROTECTED] > Sent: May 12, 2006 3:01 AM > To: Philip He; Chaouch, Aziz > Cc: r-help@stat.math.ethz.ch > Subject: Re: [R] Maximum likelihood estimate of bivariate > vonmises-weibulldistribution > > > ----- Original Message ----- > From: "Philip He" <[EMAIL PROTECTED]> > To: "Chaouch, Aziz" <[EMAIL PROTECTED]> > Cc: <r-help@stat.math.ethz.ch> > Sent: Thursday, May 11, 2006 11:21 PM > Subject: Re: [R] Maximum likelihood estimate of bivariate > vonmises-weibulldistribution > > > > On 5/11/06, Chaouch, Aziz <[EMAIL PROTECTED]> wrote: > >> > >> Hi, > >> > >> I'm dealing with wind data and I'd like to model their distribution > >> in order to simulate data to fill-in missing values. Wind direction > >> are typically following a vonmises distribution and wind speeds > >> follow a weibull distribution. I'd like to build a joint > >> distribution > > >> of directions and speeds as a VonMises-Weibull bivariate > >> distribution. > > > > > > In order to built a bivariate distribution from two marginal > > distributions (wind direction, wind speed) , more information is > > needed to specify the relation between these two marginal > > distributions.For example, a conditional distribution may help. > > > > > An alternative in such cases (i.e., when marginals are available but > the joint is difficult to postulate) is to use copulas, which can > construct multivariate distributions from univariate marginals. If > this is appropriate for this application, the "copula" package might be of help. > > Best, > Dimitris > > --- > Dimitris Rizopoulos > Ph.D. Student > Biostatistical Centre > School of Public Health > Catholic University of Leuven > > Address: Kapucijnenvoer 35, Leuven, Belgium > Tel: +32/(0)16/336899 > Fax: +32/(0)16/337015 > Web: http://www.med.kuleuven.be/biostat/ > http://www.student.kuleuven.be/~m0390867/dimitris.htm > > > Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting- > guide.html ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
