Dear All- I am looking at the bivariate point process model for extreme values as described in Section 8.3.2 of Coles book. I am stuck at a very low level in being unable to reproduce the initial step of transforming the data to unit Frechet margins. In particular, I am unable to reproduce the wave-surge pairs distribution after transformation to Frechet scale (Figure 8.6 of Coles book). Here is what I am doing: library(ismev) data(wavesurge) wave <- wavesurge[,1] surge <- wavesurge[,2] plot(wave,surge, pch=20) ## reproduces Coles fig 1.11 ## do the GEV fit w <- gev.fit(wave) s <- gev.fit(surge) ### Transform to frechet variable using GEV2frechet <- function (x, loc, scale, shape) pmax(1 + shape * (x - loc)/scale, 0)^(1/shape) Zw <- GEV2frechet(wave,w$mle[1],w$mle[2],w$mle[3]) Zs <- GEV2frechet(surge,s$mle[1],s$mle[2],s$mle[3]) ## Check point distribution with Figure 8.6 plot(log(Zw),log(Zs),pch=20) ### Very different The above seems to be quite straightforward and I am at a loss for what is going wrong. Perhaps someone can get me pointed in the right direction. Thanks in advance for your consideration and help. Regards Ron Burns -- R. R. Burns Physicist (Retired) Oceanside, CA