the choice of the copula is, in fact, a model selection problem. First, you could have a look at the contour plots of different copulas (preferably for the same value of Kendall's tau), and decide if some of them assume a more appropriate association structure for your application, compared to the others. Afterwards, you may fit various copula functions, check the fit on the data, compute AIC (since these are typically not nested models), etc.
regarding the Von Mises distribution and if could be used in mvdc(), that I don't know. It'd be better to contact the copula package maintainer and ask. I hope it helps. Best, Dimitirs ---- 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 ----- Original Message ----- From: "Chaouch, Aziz" <[EMAIL PROTECTED]> To: "Dimitris Rizopoulos" <[EMAIL PROTECTED]>; <[EMAIL PROTECTED]> Cc: <[email protected]> Sent: Friday, May 12, 2006 3:13 PM Subject: RE: [R] Maximum likelihood estimate of bivariate vonmises-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: [email protected] Subject: Re: [R] Maximum likelihood estimate of bivariate vonmises-weibulldistribution ----- Original Message ----- From: "Philip He" <[EMAIL PROTECTED]> To: "Chaouch, Aziz" <[EMAIL PROTECTED]> Cc: <[email protected]> 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 Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
