Environmental contours for safe design of ships and other marine structures using MatLab
the Penalised Piecewise Constant (PPC) model and software for estimation of environmental design contours using the conditional extremes model of Heffernan and Tawn [2004]. The sample is composed of peaks over threshold values for both a conditioning variate and its associated conditioned variates. Each pair is allocated to a particular covariate bin; all (joint) observations with the same covariate bin are assumed to have common extreme value characteristics. The non-stationary marginal extreme value characteristics of each variate is estimated using roughness-penalised maximum likelihood estimation using a generalised Pareto (GP) model above the threshold and gamma below. The extremal dependence structure between the variates on a transformed standard scale (Gumbel or Laplace) is then estimated using a conditional extremes model, also piecewise non-stationary with respect to covariates. Different approaches to contour estimation, generally reliant on simulation under the fitted models, are outlined.