nntsestimationSymmetric: NNTS Symmetric Coefficient estimation

In CircNNTSR: Statistical Analysis of Circular Data using Nonnegative Trigonometric Sums (NNTS) Models

NNTS Symmetric Coefficient estimation

Description

Computes the maximum likelihood estimates of the symmetric NNTS parameters

Usage

nntsestimationSymmetric(M = 0, data, maxit = 500)

Arguments

M	Number of components in the NNTS
data	Vector of angles in radians
maxit	Maximum number of iterations in the optimization algorithm

Value

coef	Vector of length M+1. The first M components are the squared moduli of the c parameters, and the last number is the mean of symmetry
loglik	Optimum log-likelihood value
AIC	Value of Akaike's Information Criterion
BIC	Value of Bayesian Information Criterion
convergence	An integer code: zero indicates successful convergence; error codes are the following: one indicates that the iteration limit maxit has been reached, and 10 indicates degeneracy of the Nelder-Mead simplex

Note

For the maximization of the loglikelihood function the function constrOptim from the package stats is used

Author(s)

Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez

References

Fernandez-Duran, J.J., Gregorio-Dominguez, M.M. (2009) Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums. Working Paper, DE-C09.12, Department of Statistics, ITAM, Mexico

Examples

b<-c(runif(10,3*pi/2,2*pi-0.00000001),runif(10,pi/2,pi-0.00000001))
estS<-nntsestimationSymmetric(2,b)
nntsplotSymmetric(estS$coef,2)

CircNNTSR documentation built on Sept. 1, 2023, 9:07 a.m.