M4B {CircMLE} | R Documentation |
Run Maximum likelihood estimation for model M4B.
M4B(data, BadStart, nchains, method, niter, lambda.min)
data |
A vector of class 'circular' |
BadStart |
An integer to replace the log likelihood when starting parameters of the optimizer fall outside the preset bounds. This is usually set to a large number. Can also be set to Inf, but will result in an error if a method other than "Nelder-Mead" is chosen. (default = 10^9) |
nchains |
A positive integer indicating the number of chains to run. Only the chain with the lowest log likelihood is returned (default = 5) |
method |
A character string indicating the optimizing algorithm to use. Either "BFGS" or "Nelder-Mead" are recommended. See ?optim for more details. (default = "BFGS") |
niter |
The maximum number of iterations for the optimizing algorithm. Equivalent to the 'maxit' control parameter of the optim() function. See ?optim for more details. (default = 5000) |
lambda.min |
The minimum proportional size of the first distribution. Must be between 0 and 1. (default = 0.25) |
A list with elements (same as for function optim()):
$par: Vector with the optimized mean angle (mu1), concentration parameter (kappa1), concentration parameter (kappa2), and proportional size (lambda) of the first distribution.
$lik: The negative log likelihood
$counts: A two-element integer vector giving the number of calls to ‘fn’ and ‘gr’ respectively. See ?optim() for details.
$convergence: An integer code. ‘0’ indicates successful completion (which is always the case for ‘"SANN"’ and ‘"Brent"’). Possible error codes are:
‘1’ indicates that the iteration limit ‘maxit’ had been reached.
‘10’ indicates degeneracy of the Nelder-Mead simplex.
‘51’ indicates a warning from the ‘"L-BFGS-B"’ method; see component ‘message’ for further details.
‘52’ indicates an error from the ‘"L-BFGS-B"’ method; see component ‘message’ for further details.
$message: A character string giving any additional information returned by the optimizer, or ‘NULL’.
testdata = circular::rvonmises(100, mu = circular::circular(pi), kappa = 3)
M4B(testdata)