optK: Function used in the EM algorithm to estimate kappa...

Description Usage Arguments Details

Description

Even with the CDLL, the kappa value cannot found analytically. This function minimizes the part that needs to be minimized numerically.

Usage

1
optK(t2)	

Arguments

t2

double: part of the derivative, see details

Details

The get maximum likelihood estimate for kappa using the CDLL, we need to solve the following equation: 0 = I_1(kappa)/I_0(kappa) - sum (E(u_j(t))*cos(x_t))/sum(E(u_j(t))), where I_1 and I_0 are the modified Bessel functions. This equation is hard to solve analytically and optK uses the function optimize to numerically minimize: abs((besselI(k, 1)/besselI(k,0)) - t2), where t2 is: sum (E(u_j(t))*cos(x_t))/sum(E(u_j(t))). This is only done for the extensive behavior (j=2). The kappa of the intensive behavior (j=1) is fixed to 0 (uniform distribution).


MarieAugerMethe/CCRWvsLW documentation built on May 7, 2019, 2:50 p.m.