nntsestimation {CircNNTSR}R Documentation

NNTS Coefficient Estimation

Description

Computes the maximum likelihood estimates of the NNTS parameters

Usage

nntsestimation(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 of the optimization algorithm

Value

coef vector of real numbers of dimension 2*M. The first M numbers are the SQUARED moduli of the c parameters, the sum must be less than 1/(2*pi). The last M numbers are the arguments of the c parameters
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. (2004). Circular Distributions Based on Nonnegative Trigonometric Sums, Biometrics, 60(2), 499-503.

Examples


a<-c(runif(10,3*pi/2,2*pi-0.00000000000001),runif(10,pi/2,pi-0.00000000000001))
est<-nntsestimation(2,a)
nntsplot(est$coef,2)

[Package CircNNTSR version 0.1 Index]