mle.vonmises {circular} | R Documentation |
Computes the maximum likelihood estimates for the parameters of a von Mises distribution: the mean direction and the concentration parameter.
mle.vonmises(x, mu, kappa, bias=FALSE) ## S3 method for class 'mle.vonmises': print(x, digits = max(3, getOption("digits") - 3), ...)
x |
a vector. The object is coerced to class
circular . |
mu |
if missing the maximum likelihood estimate of the mean direction is calculated. |
kappa |
if missing the maximum likelihood estimate of the concentration parameter is calculated. |
bias |
logical, if TRUE , the estimate for kappa is
computed with a bias corrected method. Default is FALSE ,
i.e. no bias correction. |
digits |
integer indicating the precision to be used. |
... |
further arguments passed to or from other methods. |
Best and Fisher (1981) show that the MLE of kappa is seriously biased when both sample size and mean resultant length are small. They suggest a bias-corrected estimate for kappa when n < 16.
Returns a list with the following components:
call |
the match.call(). |
mu |
the estimate of the mean direction or the value supplied. |
kappa |
the estimate of the concentration parameter or the value supplied |
se.mu |
the standard error for the estimate of the mean direction (0 if the value is supplied). |
se.kappa |
the standard error for the estimate of the concentration parameter (0 if the value is supplied). |
est.mu |
TRUE if the estimator is reported. |
est.kappa |
TRUE if the estimator is reported. |
Claudio Agostinelli and Ulric Lund
Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 4.2.1, World Scientific Press, Singapore.
Best, D. and Fisher N. (1981). The bias of the maximum likelihood estimators of the von Mises-Fisher concentration parameters. Communications in Statistics - Simulation and Computation, B10(5), 493-502.
mean.circular
and mle.vonmises.bootstrap.ci
x <- rvonmises(n=50, mu=0, kappa=5) mle.vonmises(x) # estimation of mu and kappa mle.vonmises(x, mu=0) # estimation of kappa only