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vmf.kde

Kernel density estimation for (hyper-)spherical data using a von Mises-Fisher kernel


Description

A von Mises-Fisher kernel is used for the non parametric density estimation.

Usage

vmf.kde(x, h, thumb = "none")

Arguments

x

A matrix with unit vectors, i.e. the data being expressed in Euclidean cordinates.

h

The bandwidth to be used.

thumb

If this is "none", the given bandwidth is used. If it is "rot" the rule of thumb suggested by Garcia-Portugues (2013) is used.

Details

A von Mises-Fisher kernel is used for the non parametric density estimation.

Value

A list including:

h

The bandwidth used.

f

A vector with the kernel density estimate calculated for each of the data points.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>

References

Garcia Portugues, E. (2013). Exact risk improvement of bandwidth selectors for kernel density estimation with directional data. Electronic Journal of Statistics, 7, 1655-1685.

See Also

Examples

x <- rvmf(100, rnorm(5), 15)
h <- vmfkde.tune(x)[1]
f1 <- vmf.kde(x, h = h, thumb = "none")
f2 <- vmf.kde(x, h = h, thumb = "rot")
f1$h  ;  f2$h

Directional

A Collection of R Functions for Directional Data Analysis

v4.9
GPL-2
Authors
Michail Tsagris, Giorgos Athineou, Anamul Sajib, Eli Amson, Micah J. Waldstein
Initial release
2021-03-26

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