Re: [R] Maximum likelihood estimate of bivariatevonmises-weibulldistribution

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Sat 13 May 2006 - 03:40:45 EST


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: rvaradhan@jhmi.edu

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch [mailto:r-help-
> bounces@stat.math.ethz.ch] On Behalf Of Chaouch, Aziz
> Sent: Friday, May 12, 2006 9:13 AM
> To: Dimitris Rizopoulos; hydinghua@gmail.com
> 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:dimitris.rizopoulos@med.kuleuven.be]
> 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" <hydinghua@gmail.com>
> To: "Chaouch, Aziz" <achaouch@nrcan.gc.ca>
> 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 <achaouch@nrcan.gc.ca> 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
>
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