mle.vonmises.bootstrap.ci: Bootstrap Confidence Intervals

In circular: Circular Statistics

Bootstrap Confidence Intervals

Description

Generates simple bootstrap confidence intervals for the parameters of a von Mises distribution: the mean direction mu, and the concentration parameter kappa.

Usage

mle.vonmises.bootstrap.ci(x, mu = NULL, bias = FALSE, alpha = 0.05, 
          reps = 1000, control.circular = list())
## S3 method for class 'mle.vonmises.bootstrap.ci'
print(x, ...)

Arguments

x	vector of angular measurements as a circular object.
mu	If NULL the value is estimated. This value is used in the bootstrap replications for kappa.
bias	logical, if TRUE, the replication estimates for kappa are computed with a bias corrected method. See mle.vonmises. Default is FALSE, i.e. no bias correction.
alpha	parameter determining level of confidence intervals. 1-alpha confidence intervals for mu and kappa are computed. By default, 95% confidence intervals are generated.
reps	number of resampled data sets to use. Default is 1000.
control.circular	the attribute of the resulting objects (mu, mu.ci).
...	arguments passed to print.default.

Details

Percentile confidence intervals are computed by resampling from the original data set reps times. For each resampled data set, the MLE's of mu and kappa are computed. The bootstrap confidence intervals are the alpha/2 and 1-alpha/2 percentiles of the reps MLE's computed for each resampled data set.

Value

A list is returned with the following components:

mu.ci	limits of the confidence interval for mu as a circular object.
kappa.ci	limits of the confidence interval for kappa.
mu	estimate of mu as a circular object.
kappa	estimate of kappa.

Author(s)

Claudio Agostinelli and Ulric Lund

See Also

mle.vonmises

Examples

x <- rvonmises(n=25, mu=circular(0), kappa=3)
x.bs <- mle.vonmises.bootstrap.ci(x, alpha=.10)
par(mfcol=c(1,2))
rose.diag(x.bs$mu, bins=30, main=expression(mu))
hist(x.bs$kappa, main=expression(kappa))

circular documentation built on Sept. 8, 2023, 6:03 p.m.