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tspar
2008 Sep 18
0
Joint distributions
...int
distribution of the wave 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...