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Directional (version 6.8)

Tuning of the bandwidth parameter in the von Mises kernel: Tuning of the bandwidth parameter in the von Mises kernel for circular data

Description

Tuning of the bandwidth parameter in the von Mises kernel for circular data. Cross validation is used.

Usage

vmkde.tune(u, low = 0.1, up = 1, rads = TRUE)

Value

A vector including two elements:

Optimal h

The best H found.

cv

The value of the maximised pseudo-likelihood.

Arguments

u

The data, a numerical vector.

low

The lower value of h to search.

up

The lower value of h to search.

rads

If the data are in radians this should be TRUE and FALSE otherwise.

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>.

Details

Tuning of the bandwidth parameter in the von Mises kernel for circula data via cross validation. The procedure is fast because an optimiser is used.

References

Taylor C.C. (2008). Automatic bandwidth selection for circular density estimation. Computational Statistics & Data Analysis, 52(7), 3493--3500.

Wand M.P. and Jones M.C. (1994). Kernel smoothing. CrC Press.

See Also

vm.kde, vmfkde.tune, vmf.kde

Examples

Run this code
u <- rvonmises(100, 2.4, 10, rads = TRUE)
vmkde.tune(u)

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