| circ.mle | R Documentation |
MLE of a circular distribution.
circ.mle(u, rads = TRUE, type ="vm", tol = 1e-6, maxiters = 100)
u |
A vector with the circular data expressed in radians, or angles. |
rads |
If the data are expressed in angles set this to FALSE. |
type |
The distribution to fit, "vm" is von Mises distribution, "cp" is the circular Purkayastha distribution, "pn" is projected normal distribution, "gcpc" is GCPC distribution and "cipc" is CIPC (or wrapped Cauchy) distribution. |
tol |
The tolerance value to terminate the Newton-Raphson algorithm. |
maxiters |
The maximum number of iterations the Newton-Raphson algorithm will perform. |
The function performs MLE of circular distributions.
A list including:
param |
A matrix with the mixing probability of each group and the estimated parameters of the chosen distribution. |
loglik |
The value of the maximised log-likelihood of the chosen distribution. |
iter |
The number of iteration required by the EM algorithm. |
runtime |
The run time of the algorithm. A numeric vector. The first element is the user time, the second element is the system time and the third element is the elapsed time. |
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Mardia K. V. and Jupp P. E. (2000). Directional statistics. Chicester: John Wiley & Sons.
Sra S. (2012). A short note on parameter approximation for von Mises-Fisher distributions:
and a fast implementation of I_s(x). Computational Statistics, 27(1): 177–190.
Presnell Brett, Morrison Scott P. and Littell Ramon C. (1998). Projected multivariate linear models for directional data. Journal of the American Statistical Association, 93(443): 1068–1077.
Tsagris M. and Alzeley O. (2025). Circular and spherical projected Cauchy distributions: A Novel Framework for Circular and Directional Data Modelling. Australian & New Zealand Journal of Statistics, 67(1): 77–103. https://arxiv.org/pdf/2302.02468.pdf
Alzeley O. and Tsagris M. (2026). On the generalized circular projected Cauchy distribution. Mathematics, 14(11): 1934. https://www.mdpi.com/2227-7390/14/11/1934
Purkayastha S. (1991). A Rotationally Symmetric Directional Distribution: Obtained through Max- imum Likelihood Characterization. The Indian Journal of Statistics, Series A, 53(1): 70–83.
Cabrera J. and Watson G. S. (1990). On a spherical median related distribution. Communications in Statistics-Theory and Methods, 19(6): 1973–1986
mixcirc.mle
u <- rcirc(100, mu = 3, kappa = 2, rads = TRUE, type = "vm")
circ.mle(u, rads = TRUE, type = "vm")
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