EstimateSigma: Robust estimation of the scale parameter sigma of the...

View source: R/EstimateSigma.R

EstimateSigmaR Documentation

Robust estimation of the scale parameter sigma of the Wrapped-Normal distribution from the robust measures of dispersion

Description

Robust estimation of the scale parameter sigma of the Wrapped-Normal distribution from the robust measures of dispersion (Demni et al, 2026)

Usage

EstimateSigma(X, stat = c("CLMS", "CMAD", "CLTS"), results_grid = NULL)

Arguments

X

numeric; a vector of class circular

stat

character; one of the available estimators c("CLMS", "CMAD", "CLTS"), respectively Circular Median Absolute deviation, Circular Least Median Spread, Circular Least Trimmed Standard deviation.

results_grid

a dataframe of a custom grid of kappa used for interpolation. If NULL (default), the grid is handled automatically.

Value

CSD

the estimated circular standard deviation based on the robust measures of dispersion

sigma

the estimated sigma based on the estimated robust circular standard deviation

Author(s)

Davide Buttarazzi, Houyem Demni

References

Demni et al. (2026), Robust measures of dispersion for circular data with an anomaly detection rule. Under review.

See Also

CircularViolinPlot

Examples

#install.packages("circular")
require(circular)
data1 <- rvonmises(25, circular(pi/2), 5)
g=generate_results_grid_sigma(sigma_seq = seq(0.1, 1.5, by = 0.1))
EstimateSigma(data1, results_grid = g)

bpDir documentation built on Nov. 9, 2026, 9:07 a.m.

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