fisher_kappa: Circular variance and concentration parameter
Description
The concentration parameter $\kappa$ does not
translate across circular distributions A commonly used
measure of spread in circular distributions that does
translate is the circular variance defined as
$\nu=1-E[\cos(r)]$ where
$E[\cos(r)]$ is the mean resultant length.
See Mardia et al. (2000) for more details. This
function translates the circular variance $\nu$ into
the corresponding concentration parameter $\kappa$
for the matrix-Fisher distribution.Value
- Concentration parameter corresponding to nu.
References
Mardia, K. V., & Jupp, P. E. Directional statistics. 2000.