mle.wrappedcauchy: Wrapped Cauchy Maximum Likelihood Estimates

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

Description

Computes the maximum likelihood estimates for the parameters of a Wrapped Cauchy distribution: mean and concentration parameter.

Usage

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mle.wrappedcauchy(x, mu = NULL, rho = NULL, tol = 1e-15, 
        max.iter = 100, control.circular = list())
## S3 method for class 'mle.wrappedcauchy'
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 otherwise it is coerced to an object of class circular.

rho

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

tol

precision of the estimation.

max.iter

maximum number of iterations.

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.

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.

rho

the estimate of the concentration parameter or the value supplied

convergence

TRUE if convergence is achieved.

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.

See Also

mean.circular

Examples

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x <- rwrappedcauchy(n=50, mu=circular(0), rho=0.5)
mle.wrappedcauchy(x) # estimation of mu and rho
mle.wrappedcauchy(x, mu=circular(0)) # estimation of rho only

Example output

Attaching package: 'circular'

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

    sd, var


Call:
mle.wrappedcauchy(x = x)

mu: 6.219 

rho: 0.4555 


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

mu: 0 

rho: 0.4537 

mu is known
There were 50 or more warnings (use warnings() to see the first 50)

circular documentation built on May 2, 2019, 4:42 p.m.