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#############################################################
# #
# Original Splus: Ulric Lund #
# E-mail: ulund@calpoly.edu #
# #
#############################################################
#############################################################
# #
# mle.vonmises function #
# Author: Claudio Agostinelli #
# Email: claudio@unive.it #
# Date: August, 10, 2006 #
# Copyright (C) 2006 Claudio Agostinelli #
# #
# Version 0.3-2 #
#############################################################
mle.vonmises <- function(x, mu=NULL, kappa=NULL, bias=FALSE, control.circular=list()) {
# Handling missing values
x <- na.omit(x)
if (length(x)==0) {
warning("No observations (at least after removing missing values)")
return(NULL)
}
if (is.circular(x)) {
datacircularp <- circularp(x)
} else if (is.circular(mu)) {
datacircularp <- circularp(mu)
} else {
datacircularp <- list(type="angles", units="radians", template="none", modulo="asis", zero=0, rotation="counter")
}
dc <- control.circular
if (is.null(dc$type))
dc$type <- datacircularp$type
if (is.null(dc$units))
dc$units <- datacircularp$units
if (is.null(dc$template))
dc$template <- datacircularp$template
if (is.null(dc$modulo))
dc$modulo <- datacircularp$modulo
if (is.null(dc$zero))
dc$zero <- datacircularp$zero
if (is.null(dc$rotation))
dc$rotation <- datacircularp$rotation
x <- conversion.circular(x, units="radians", zero=0, rotation="counter", modulo="2pi")
attr(x, "class") <- attr(x, "circularp") <- NULL
if (!is.null(mu)) {
mu <- conversion.circular(mu, units="radians", zero=0, rotation="counter", modulo="2pi")
attr(mu, "class") <- attr(mu, "circularp") <- NULL
}
res <- MlevonmisesRad(x, mu, kappa, bias)
mu <- conversion.circular(circular(res[1]), dc$units, dc$type, dc$template, dc$modulo, dc$zero, dc$rotation)
if (dc$units=="degrees") res[2] <- res[2]*180/pi
result <- list()
result$call <- match.call()
result$mu <- mu
result$kappa <- res[4]
result$se.mu <- res[2]
result$se.kappa <- res[5]
result$est.mu <- res[3]
result$est.kappa <- res[6]
result$bias <- bias
class(result) <- "mle.vonmises"
return(result)
}
MlevonmisesRad <- function(x, mu=NULL, kappa=NULL, bias=FALSE) {
n <- length(x)
sinr <- sum(sin(x))
cosr <- sum(cos(x))
est.mu <- FALSE
if (is.null(mu)) {
mu <- atan2(sinr, cosr)
est.mu <- TRUE
}
est.kappa <- FALSE
if (is.null(kappa)) {
V <- mean.default(cos(x - mu))
if (V > 0) {
kappa <- A1inv(V)
} else {
kappa <- 0
}
if (bias == TRUE) {
if (kappa < 2) {
kappa <- max(kappa - 2 * (n * kappa)^-1, 0)
} else {
kappa <- ((n - 1)^3 * kappa)/(n^3 + n)
}
}
est.kappa <- TRUE
}
A1temp <- A1(kappa)
se.mu <- se.kappa <- 0
if (est.mu) se.mu <- sqrt(1/(n*kappa*A1temp))
if (est.kappa) se.kappa <- sqrt(1/(n*(1-A1temp/kappa-A1temp^2)))
result <- c(mu, se.mu, est.mu, kappa, se.kappa, est.kappa)
return(result)
}
#############################################################
# #
# print.mle.vonmises function #
# Author: Claudio Agostinelli #
# E-mail: claudio@unive.it #
# Date: May, 22, 2006 #
# Version: 0.2 #
# #
# Copyright (C) 2006 Claudio Agostinelli #
# #
#############################################################
print.mle.vonmises <- function(x, digits = max(3, getOption("digits") - 3), ...) {
cat("\nCall:\n",deparse(x$call),"\n\n",sep="")
cat("mu: ")
cat(format(x$mu, digits=digits), " (", format(x$se.mu, digits=digits), ")\n")
cat("\n")
cat("kappa: ")
cat(format(x$kappa, digits=digits), " (", format(x$se.kappa, digits=digits), ")\n")
cat("\n")
if (!x$est.mu) cat("mu is known\n")
if (!x$est.kappa) cat("kappa is known\n")
if (x$bias) cat("Bias correction (Best and Fisher, 1981) applied to kappa\n")
invisible(x)
}
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