circ.mle: MLE of a circular distribution

View source: R/circ.mle.R

circ.mleR Documentation

MLE of a circular distribution

Description

MLE of a circular distribution.

Usage

circ.mle(u, rads = TRUE, type ="vm", tol = 1e-6, maxiters = 100)

Arguments

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.

Details

The function performs MLE of circular distributions.

Value

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.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

References

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

See Also

mixcirc.mle

Examples

u <- rcirc(100, mu = 3, kappa = 2, rads = TRUE, type = "vm")
circ.mle(u, rads = TRUE, type = "vm")

circda documentation built on Sept. 15, 2026, 5:09 p.m.