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2008 Sep 18
0
Joint distributions
...ave heights (Hs) and the peak periods (Tp), f(Hs,Tp), and then calculate the q-probability contour lines from this distribution. I know the distributions f(Hs) and f(Tp), which I have assumed to be generalized Pareto distributed as library(ismev) library(evd) Zh=5; Zt=10; Tppars=gpd.fit(x,Zt)$mle Hspars=gpd.fit(y,Zh)$mle and so the return values of each parameter separately are calculated as: yTp100=qgpd(1-p1/100,Zt,Tppars[1],Tppars[2]) yHp100=qgpd(1-p1/100,Zh,Hppars[1],Hppars[2]) My question are as followed: 1) Is there any function in R which can help me calculate a joint distribution when t...