dJp {sdetorus} | R Documentation |
Jones and Pewsey (2005)'s circular distribution
Description
Computes the circular density of Jones and Pewsey (2005).
Usage
dJp(x, mu, kappa, psi, const = NULL)
constJp(mu, kappa, psi, M = 200)
Arguments
x |
evaluation angles, not necessary in |
mu |
circular mean. |
kappa |
non-negative concentration parameter. |
psi |
shape parameter, see details. |
const |
normalizing constant, computed with |
M |
grid size for computing the normalizing constant by numerical integration. |
Details
Particular interesting choices for the shape parameter are:
-
psi = -1
: gives the Wrapped Cauchy as stationary density. -
psi = 0
: is the sinusoidal drift of the vM diffusion. -
psi = 1
: gives the Cardioid as stationary density.
Value
A vector of the same length as x
containing the density.
References
Jones, M. C. and Pewsey, A. (2005). A family of symmetric distributions on the circle. Journal of the American Statistical Association, 100(472):1422–1428. doi:10.1198/016214505000000286
Examples
x <- seq(-pi, pi, l = 200)
plot(x, x, type = "n", ylab = "Density", ylim = c(0, 0.6))
for (i in 0:20) {
lines(x, dJp(x = x, mu = 0, kappa = 1, psi = -2 + 4 * i / 20),
col = rainbow(21)[i + 1])
}