dfisher: The Matrix Fisher Distribution

In heike/rotations: Tools for working with rotational data

Description

Density of the matrix Fisher distribution with concentration kappa

Usage

  dfisher(r, kappa = 1, nu = NULL, Haar = TRUE,
    lower.tail = TRUE)

Arguments

r	vector of quantiles
kappa	concentration paramter
nu	circular variance, can be used in place of kappa
Haar	logical; if TRUE density is evaluated with respect to Haar
lower.tail	logical; if TRUE probabilites are P(X≤ x)

Details

The matrix Fisher distribution with concentration kappa (or circular variance nu) has density

C_\mathrm{{F}}(r|κ)=\frac{1}{2π[\mathrm{I_0}(2κ)-\mathrm{I_1}(2κ)]}e^{2κ\cos(r)}[1-\cos(r)]

where \mathrm{I_p}(\cdot) denotes the Bessel function of order p defined as \mathrm{I_p}(κ)=\frac{1}{2π}\int_{-π}^{π}\cos(pr)e^{κ\cos r}dr.

Value

value of Fisher matrix distribution with concentration κ evaluated at r

See Also

rfisher, dhaar,dvmises,dcayley

heike/rotations documentation built on May 17, 2019, 3:24 p.m.