VONF_pD_MPG_INVCDF_DA_POSTERIOR: Fits a Data Augmentation algorithm for Vonmises Distribution...

In subhadippal2019/BVNF:

Description

Fits a Data Augmentation algorithm for Vonmises Distribution in general dimension Generates MCMC samples from Posterior of mode and concentration parameter.

Usage

VONF_pD_MPG_INVCDF_DA_POSTERIOR(
  Y,
  kappa_start = NULL,
  MCSamplerSize = 5000,
  K = 100,
  eps_accuracy = 1e-08
)

Arguments

Y:	n\times d matrix containing n directional data of dimension d. norm of each row of the matrix Y is 1.
kappa_start:	A positive number, starting value for the MCMC algorithm. If set NUll the Default procedure to get the initial value will be used.
MCSamplerSize:	Number of MCMC samples required to be generated.

Value

MCMC samples from for Posterior of mode and concentration parameter of Vonmises distribution.

Examples

library(Rfast)
library(benchmarkme)
library(Bessel)
library(gsl)
data=rvmf(n =10, mu=c(1,0,0,0,0),k = 10)
MC_OBject=VONF_pD_MPG_INVCDF_DA_POSTERIOR(Y=data, MCSamplerSize=50)

subhadippal2019/BVNF documentation built on March 12, 2021, 10:05 p.m.