Directional: vmkde.tune – R documentation

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vmkde.tune

Tuning of the bandwidth parameter in the von Mises kernel for circular data

Tuning of the bandwidth parameter in the von Mises kernel for circular data. Cross validation is used.

vmkde.tune(u, low = 0.1, up = 1, rads = TRUE)

`u`	The data, a numerical vector.
`low`	The lower value of h to search.
`up`	The lower value of h to search.
`rads`	If the data are in radians this should be TRUE and FALSE otherwise.

Tuning of the bandwidth parameter in the von Mises kernel for circula data via cross validation. The procedure is fast because an optimiser is used.

A vector including two elements:

`Optimal h`	The best H found.
`cv`	The value of the maximised pseudo-likelihood.

Michail Tsagris

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

Taylor C. C. (2008). Automatic bandwidth selection for circular density estimation. Computational Statistics & Data Analysis, 52(7), 3493–3500.

Wand M. P., & Jones M. C. (1994). Kernel smoothing. CrC Press.

u <- rvonmises(100, 2.4, 10, rads = TRUE)
vmkde.tune(u)

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