| Tuning of the bandwidth parameter in the von Mises kernel {Directional} | R Documentation |
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)
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. |
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.
Value
A vector including two elements:
Optimal h |
The best H found. |
cv |
The value of the maximised pseudo-likelihood. |
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>.
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
Examples
u <- rvonmises(100, 2.4, 10, rads = TRUE)
vmkde.tune(u)