vmkde.tune: Tuning of the bandwidth parameter in the von Mises kernel for...

In Directional: A Collection of Functions for Directional Data Analysis

Tuning of the bandwidth parameter in the von Mises kernel for circular data

Description

Tuning of the bandwidth parameter in the von Mises kernel for circular data. Cross validation is used.

Usage

vmkde.tune(u, low = 0.1, up = 1, rads = TRUE)

Arguments

u	The data, a numerical vector.
low	The lower value of h to search.
up	The lower value of h to search.
rads	If the data are in radians this should be TRUE and FALSE otherwise.

Details

Tuning of the bandwidth parameter in the von Mises kernel for circula data via cross validation. The procedure is fast because an optimiser is used.

Value

A vector including two elements:

Optimal h	The best H found.
cv	The value of the maximised pseudo-likelihood.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail] and Giorgos Athineou <[e-mail]>.

References

Taylor C.C. (2008). Automatic bandwidth selection for circular density estimation. Computational Statistics & Data Analysis, 52(7), 3493–3500.

Wand M.P. and Jones M.C. (1994). Kernel smoothing. CrC Press.

See Also

vm.kde, vmfkde.tune, vmf.kde

Examples

u <- rvonmises(100, 2.4, 10, rads = TRUE)
vmkde.tune(u)

Directional documentation built on Oct. 12, 2023, 1:07 a.m.