matrixfisher.mle

It returns the maximum likelihood estimate of the Matrix Fisher parameter F(3x3).

 maximum likelihood estimation 

 Matrix Fisher distribution 

MLE of the Matrix Fisher distribution on SO(3)

A collection of functions for directional data (including massive data, with millions of observations) analysis.
Hypothesis testing, discriminant and regression analysis, MLE of distributions and more are included.
The standard textbook for such data is the "Directional Statistics" by Mardia, K. V. and Jupp, P. E. (2000).
Other references include a) Phillip J. Paine, Simon P. Preston Michail Tsagris and Andrew T. A. Wood (2018).
"An elliptically symmetric angular Gaussian distribution". Statistics and Computing 28(3): 689-697. <doi:10.1007/s11222-017-9756-4>.
b) Tsagris M. and Alenazi A. (2019). "Comparison of discriminant analysis methods on the sphere".
Communications in Statistics: Case Studies, Data Analysis and Applications 5(4):467--491. <doi:10.1080/23737484.2019.1684854>.
c) P. J. Paine, S. P. Preston, M. Tsagris and Andrew T. A. Wood (2020).
"Spherical regression models with general covariates and anisotropic errors".
Statistics and Computing 30(1): 153--165. <doi:10.1007/s11222-019-09872-2>.
d) Tsagris M. and Alenazi A. (2024). "An investigation of hypothesis testing procedures for circular and spherical mean vectors".
Communications in Statistics-Simulation and Computation, 53(3): 1387--1408. <doi:10.1080/03610918.2022.2045499>.
e) Tsagris M. and Alzeley O. (2023). "Circular and spherical projected Cauchy distributions: A Novel Framework for Circular and Directional Data Modeling". <doi:10.48550/arXiv.2302.02468>.
f) Zehao Yu and Xianzheng Huang (2024). A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension.
Electronic Journal of Statistics, 18(1): 301--334. <doi:10.1214/23-EJS2210>.
g) Tsagris M. (2024). "Directional data analysis using the spherical Cauchy and the Poisson-kernel based distribution". <doi:10.48550/arXiv.2409.03292>.

Michail Tsagris

Directional

A Collection of Functions for Directional Data Analysis

Giorgos Athineou

Christos Adam

Anamul Sajib

Eli Amson

Zehao Yu

MLE of the Matrix Fisher distribution on SO(3) function

<dl><dt>X</dt>
<dd>An array containing rotation matrices in SO(3).</dd></dl>

Arguments

Anamul Sajib and Chris Fallaize.
R implementation and documentation: Anamul Sajib &lt;sajibstat@du.ac.bd&gt; and Chris Fallaize.

Author

MLE of the Matrix Fisher distribution on SO(3) — MLE of the Matrix Fisher distribution on SO(3)

<dl>

<dt>X</dt>
<dd>An array containing rotation matrices in SO(3).</dd>

</dl>

MLE of the Matrix Fisher distribution on SO(3): MLE of the Matrix Fisher distribution on SO(3)

Description

Usage

Value

Arguments

Author

References

See Also

Examples