Description Usage Arguments Details Value Author(s) References See Also Examples
Computes the minimum distance estimates for the parameters of a von Mises distribution: the mean direction and the concentration parameter.
1 2 3 4 5 6 | mde.vonmises(x, bw, mu = NULL, kappa = NULL, n = 512,
from = circular(0), to = circular(2 * pi), lower = NULL,
upper = NULL, method = "L-BFGS-B", lower.kappa = .Machine$double.eps,
upper.kappa = Inf, alpha = NULL, p = 2, control.circular = list(), ...)
## S3 method for class 'mde.vonmises'
print(x, digits = max(3, getOption("digits") - 3), ...)
|
x |
a vector. The object is coerced to class |
bw |
the value of the smoothing parameter. |
mu |
initial value for the mean direction. Default: maximum likelihood estimate. |
kappa |
initial value for the concentration parameter. Default: maximum likelihood estimate. |
n |
number of points used to approximate the density. |
from |
from which point in the circle the density is approximate. |
to |
to which point in the circle the density is approximate. |
lower |
a 2 elements vector passed to |
upper |
a 2 elements vector passed to |
method |
passed to |
lower.kappa |
if |
upper.kappa |
if |
alpha |
if not |
p |
|
control.circular |
the attribute of the resulting object ( |
digits |
integer indicating the precision to be used. |
... |
further parameters in |
The distance from an estimated density (by the non parametric kernel density estimator) and the model is evaluated by simple rectangular approximation. optim
is used to performs minimization.
Returns a list with the following components:
call |
the match.call(). |
mu |
the estimate of the mean direction. |
kappa |
the estimate of the concentration parameter. |
dist |
the distance between the estimated density and the model. |
data |
the original supplied data converted in radians, clockwise and zero at 0. |
x |
the 'n' coordinates of the points where the density is estimated. |
y |
the estimated density values. |
k |
the density at the model. |
Claudio Agostinelli
C. Agostinelli. Robust estimation for circular data. Computational Statistics & Data Analysis, 51(12):5867-5875, 2007.
circular
, mle.vonmises
and wle.vonmises
.
1 2 3 4 5 6 7 8 | set.seed(1234)
x <- c(rvonmises(n=200, mu=circular(0), kappa=10), rvonmises(n=20, mu=circular(pi/2), kappa=20))
res <- mde.vonmises(x, bw=500, mu=circular(0), kappa=10)
res
plot(circular(0), type='n', xlim=c(-1, 1.75), shrink=1.2)
lines(circular(res$x), res$y)
lines(circular(res$x), res$k, col=2)
legend(1,1.5, legend=c('estimated density', 'MDE'), lty=c(1, 1), col=c(1, 2))
|
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