Directional (version 2.4)

MLe of the von Mises-Fisher distribution: MLe of von Mises-Fisher distribution

Description

MLe of the von Mises-Fisher distribution.

Usage

vmf(x, tol = 1e-06)

Arguments

x

A matrix with the data expressed in Euclidean coordinates, i.e. unit vectors.

tol

The tolerance to accept that the E-M algorithm used to estimate the concentration parameter has converged.

Value

A list including: A list including:

Details

The mean direction and concentration of a fitted von Mises-Fisher distribution are estimated.

References

Mardia, K. V. and Jupp, P. E. (2000). Directional statistics. Chicester: John Wiley & Sons.

Sra, S. (2012). A short note on parameter approximation for von Mises-Fisher distributions: and a fast implementation of Is(x). Computational Statistics, 27(1): 177--190.

See Also

rvmf, kent.mle, vmf.kde, wood.mle

Examples

m <- rnorm(3)
m <- m/sqrt(sum(m^2))
m
x <- rvmf(100, m, 7)
vmf(x)
x <- rvmf(500, m, 7)
vmf(x)