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.

First is this a stupid question? I'm a newbie in statistics and R :)
>
> Is it possible to do it in R?
>
> Is there a way to estimate the parameters of the bivariate distribution
> using maximum likelihood? Do you have some hints on how to do this in R
> (with optim for example)?
>
> The second problem is that the distribution of wind direction is
> sometime bimodal (likely to be due to topography). Is it possible to
> model the distribution as a mixture of 2 von mises distribution and
> build a awfully complex joint distribution that would be "mixture of 2
> von mises - weibull"????


Yes, you can model wind direction as a mixture of two von miese
distributions, but be aware of the computation burden. In R, optim() is a
good condidate function for maximization if the number of parameters are not
large.

Thanks a lot,
>
> Aziz
>
>
>
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