nntsestimationSymmetric {CircNNTSR} | R Documentation |
Computes the maximum likelihood estimates of the symmetric NNTS parameters
nntsestimationSymmetric(M = 0, data, maxit = 500)
M |
Number of components in the NNTS |
data |
a vector of angles in radians |
maxit |
maximum number of iterations in optimization algorithm |
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 |
For the maximization of the loglikelihood function the function constrOptim from the package stats is used
Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez
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
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)