Directional (version 4.0)

Tuning of the bandwidth parameter in the von Mises-Fisher kernel: Tuning of the bandwidth parameter in the von Mises-Fisher kernel for (hyper-)spherical data

Description

Tuning of the bandwidth parameter in the von Mises-Fisher kernel for (hyper-)spherical data whit cross validation.

Usage

vmfkde.tune(x, low = 0.1, up = 1)

Arguments

x

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

low

The lower value of the bandwdith to search.

up

The upper value of the bandwdith to search.

Value

A vector including two elements:

Optimal h

The best H found.

cv

The value of the maximised pseudo-likelihood.

Details

Fast tuning of the bandwidth parameter in the von Mises-Fisher kernel for (hyper-)spherical data via cross validation.

References

Garcia Portugues E. (2013). Exact risk improvement of bandwidth selectors for kernel density estimation with directional data. Electronic Journal of Statistics, 7, 1655--1685.

Wand M. P., and Jones M. C. (1994). Kernel smoothing. Crc Press.

See Also

vmf.kde,vmf.kerncontour, vm.kde, vmkde.tune

Examples

# NOT RUN {
x <- rvmf(100, rnorm(3), 15)
vmfkde.tune(x)
# }