R/vmfkde.tune.R

In Directional: A Collection of Functions for Directional Data Analysis

vmfkde.tune <- function (x, low = 0.1, up = 1) {
  p <- dim(x)[2]
  n <- dim(x)[1]
  d <- tcrossprod(x)
  diag(d) <-  -Inf
  con <- (2 * pi)^(p/2)
  funa <- function(h) {
    A <- d/h^2
    cpk <- (1/h^2)^(p/2 - 1)/besselI(1/h^2, p/2 - 1)
    f <- colSums( exp(A) )
    n * log(cpk) + sum( log(f) )
  }
  a <- optimize(funa, c(low, up), maximum = TRUE)
  res <- c(a$maximum, a$objective/n - log(con) - log(n - 1) )
  names(res) <- c("Optimal h", "cv")
  res
}