nntsestimationSymmetric {CircNNTSR}R Documentation

NNTS Symmetric Coefficient estimation

Description

Computes the maximum likelihood estimates of the symmetric NNTS parameters

Usage

nntsestimationSymmetric(M = 0, data, maxit = 500)

Arguments

M Number of components in the NNTS
data a vector of angles in radians
maxit maximum number of iterations in optimization algorithm

Value

coef vector of length M+1, the first M components are the squared moduli of the c parameters the last number is the mean of symmetry
loglik optimum loglikelihood value
AIC Value of Akaike's Information Criterion
BIC Value of Bayesian Information Criterion
convergence An integer code: 0 indicates successful convergence; error codes are: 1 indicates that the iteration limit maxit has been reached, 10 indicates degeneracy of the Nelder-Mead simplex

Note

For the maximization of the loglikelihood function the function constrOptim from the package stats is used

Author(s)

Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez

References

Fernandez-Duran, J.J., Gregorio-Dominguez, M.M. (2009) Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums. Working Paper, DE-C09.12, Department of Statistics, ITAM, Mexico

Examples


b<-c(runif(10,3*pi/2,2*pi-0.00000001),runif(10,pi/2,pi-0.00000001))
estS<-nntsestimationSymmetric(2,b)
nntsplotSymmetric(estS$coef,2)

[Package CircNNTSR version 0.1 Index]