Column-wise MLE of the angular Gaussian and the von Mises Fisher distributions: Column-wise MLE of the angular Gaussian and the von Mises Fisher distributions
Description
Column-wise MLE of the angular Gaussian and the von Mises Fisher distributions.
A matrix with four columns. The first two are the mean vector, then the \(\gamma\) parameter, and the fourth
column contains maximum log-likelihood.
Arguments
x
A numerical matrix with data. Each column refers to a different vector of observations of the same distribution.
The values of for Lognormal must be greater than zero, for the logitnormal they must by percentages, exluding 0 and 1,
whereas for the Borel distribution the x must contain integer values greater than 1.
tol
The tolerance value to terminate the Newton-Raphson algorithm.
maxiters
The maximum number of iterations that can take place in each regression.
parallel
Do you want this to be executed in parallel or not. The parallel takes place in C++, and the number of threads
is defined by each system's availiable cores.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
For each column, spml.mle function is applied that fits the angular Gaussian distribution estimates
its parameters and computes the maximum log-likelihood.
References
Presnell Brett, Morrison Scott P. and Littell Ramon C. (1998). Projected multivariate linear models for directional data.
Journal of the American Statistical Association, 93(443): 1068--1077.