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)
Value
A vector including two elements:
Optimal h
The best H found.
cv
The value of the maximised pseudo-likelihood.
Arguments
x
A matrix with the data in Euclidean cordinates, i.e. unit vectors.
Fast tuning of the bandwidth parameter in the von Mises-Fisher kernel for (hyper-)spherical data via cross validation.
References
Garcia P.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.