mle.vonmises: von Mises Maximum Likelihood Estimates

Description Usage Arguments Details Value Author(s) References See Also Examples

View source: R/mle.vonmises.R

Description

Computes the maximum likelihood estimates for the parameters of a von Mises distribution: the mean direction and the concentration parameter.

Usage

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mle.vonmises(x, mu=NULL, kappa=NULL, bias=FALSE, control.circular=list())
## S3 method for class 'mle.vonmises'
print(x,
    digits = max(3, getOption("digits") - 3), ...)

Arguments

x

a vector. The object is coerced to class circular.

mu

if NULL the maximum likelihood estimate of the mean direction is calculated. If provided it is coerced to a class circular.

kappa

if NULL the maximum likelihood estimate of the concentration parameter is calculated.

bias

logical, if TRUE, the estimate for kappa is computed with a bias corrected method. Default is FALSE, i.e. no bias correction.

control.circular

the attribute of the resulting objects (mu)

digits

integer indicating the precision to be used.

...

further arguments passed to or from other methods.

Details

Best and Fisher (1981) show that the MLE of kappa is seriously biased when both sample size and mean resultant length are small. They suggest a bias-corrected estimate for kappa when n < 16.

Value

Returns a list with the following components:

call

the match.call result.

mu

the estimate of the mean direction or the value supplied as an object of class circular.

kappa

the estimate of the concentration parameter or the value supplied

se.mu

the standard error for the estimate of the mean direction (0 if the value is supplied) in the same units of mu.

se.kappa

the standard error for the estimate of the concentration parameter (0 if the value is supplied).

est.mu

TRUE if the estimator is reported.

est.kappa

TRUE if the estimator is reported.

Author(s)

Claudio Agostinelli and Ulric Lund

References

Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 4.2.1, World Scientific Press, Singapore.

Best, D. and Fisher N. (1981). The bias of the maximum likelihood estimators of the von Mises-Fisher concentration parameters. Communications in Statistics - Simulation and Computation, B10(5), 493-502.

See Also

mean.circular and mle.vonmises.bootstrap.ci

Examples

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x <- rvonmises(n=50, mu=circular(0), kappa=5)
mle.vonmises(x) # estimation of mu and kappa
mle.vonmises(x, mu=circular(0)) # estimation of kappa only

Example output

Attaching package: 'circular'

The following objects are masked from 'package:stats':

    sd, var


Call:
mle.vonmises(x = x)

mu: -0.04609  ( 0.07739 )

kappa: 3.887  ( 0.6979 )


Call:
mle.vonmises(x = x, mu = circular(0))

mu: 0  ( 0 )

kappa: 3.864  ( 0.6932 )

mu is known

circular documentation built on May 1, 2019, 7:57 p.m.