Directional (version 4.0)

Tuning of the bandwidth parameter in the von Mises kernel: 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.

Value

A vector including two elements:

Optimal h

The best H found.

cv

The value of the maximised pseudo-likelihood.

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.

References

Taylor C. C. (2008). Automatic bandwidth selection for circular density estimation. Computational Statistics & Data Analysis, 52(7), 3493--3500.

Wand M. P., & Jones M. C. (1994). Kernel smoothing. CrC Press.

See Also

vm.kde, vmfkde.tune, vmf.kde

Examples

# NOT RUN {
u <- rvonmises(100, 2.4, 10, rads = TRUE)
vmkde.tune(u)
# }