bw.rt {NPCirc} | R Documentation |
Rule of thumb
Description
This function implements the selector proposed by Taylor (2008) for density estimation, based on an estimation of the concentration parameter of a von Mises distribution. The concentration parameter can be estimated by maximum likelihood or by a robustified procedure as described in Oliveira et al. (2013).
Usage
bw.rt(x, robust=FALSE, alpha=0.5)
Arguments
x |
Data from which the smoothing parameter is to be computed. The object is coerced to class |
robust |
Logical, if |
alpha |
Arc probability when |
Details
When robust=TRUE
, the parameter \kappa
is estimated as follows:
1. Select \alpha \in (0, 1)
and find the shortest arc containing \alpha \cdot 100\%
of the sample data.
2. Obtain the estimated \hat\kappa
in such way that the probability of a von Mises centered in the midpoint of the arc is alpha
.
The NAs will be automatically removed.
See also Oliveira et al. (2012).
Value
Value of the smoothing parameter.
Author(s)
Maria Oliveira, Rosa M. Crujeiras and Alberto Rodriguez–Casal
References
Oliveira, M., Crujeiras, R.M. and Rodriguez–Casal, A. (2012) A plug–in rule for bandwidth selection in circular density. Computational Statistics and Data Analysis, 56, 3898–3908.
Oliveira, M., Crujeiras R.M. and Rodriguez–Casal, A. (2013) Nonparametric circular methods for exploring environmental data. Environmental and Ecological Statistics, 20, 1–17.
Taylor, C.C. (2008) Automatic bandwidth selection for circular density estimation. Computational Statistics and Data Analysis, 52, 3493–3500.
Oliveira, M., Crujeiras R.M. and Rodriguez–Casal, A. (2014) NPCirc: an R package for nonparametric circular methods. Journal of Statistical Software, 61(9), 1–26. https://www.jstatsoft.org/v61/i09/
See Also
kern.den.circ
, bw.CV
, bw.pi
, bw.boot
Examples
set.seed(2012)
n <- 100
x <- rcircmix(n,model=7)
bw.rt(x)
bw.rt(x, robust=TRUE)