VonMisesFactory

(Source code, png)

../../_images/openturns-VonMisesFactory-1.png
class VonMisesFactory(*args)

VonMises factory.

Parameters:
circularbool, optional

Flag to tell if the data are in \Rset (circular=False) or in \Rset/(2\pi\Zset) (circular=True). Default is True.

See also

DistributionFactory, VonMises

Notes

If circular=True, we introduce z_n=\frac{1}{n}\sum_{k=1}^ne^{iX_k}. Then, the estimators read:

\begin{eqnarray*} \displaystyle\Hat{\mu}_n^{\strut} &=& \mathrm{Arg}(z_n)\\ \displaystyle\Hat{\kappa}_n&\mbox{s.t.}&\frac{I_1(\Hat{\kappa}_n)}{I_0(\Hat{\kappa}_n)}=\sqrt{\frac{n}{n-1}\left(|z_n|^2-\frac{1}{n}\right)} \end{eqnarray*}

where I_0 and I_1 are the modified Bessel functions of the first kind of order 0 and 1.

If circular=False, the estimators read:

\begin{eqnarray*} \displaystyle\Hat{\mu}_n^{\strut}&=&\frac{1}{n}\sum_{k=1}^n X_k\\ \displaystyle\Hat{\kappa}_n&\mbox{s.t.}&\frac{I_1(\Hat{\kappa}_n)}{I_0(\Hat{\kappa}_n)}=\frac{1}{n}\sum_{k=1}^n\cos(X_k-\Hat{\mu}_n) \end{eqnarray*}

Note that the last equation has no solution if the right-hand side is not positive.

In both cases, the resolution of this equation defininig \Hat{\kappa}_n can be tuned through VonMisesFactory-RelativePrecision, VonMisesFactory-ResidualPrecision, VonMisesFactory-MaximumIteration in ResourceMap

Methods

build(*args)

Build the distribution.

buildAsVonMises(*args)

Estimate the distribution as native distribution.

buildEstimator(*args)

Build the distribution and the parameter distribution.

getBootstrapSize()

Accessor to the bootstrap size.

getClassName()

Accessor to the object's name.

getName()

Accessor to the object's name.

hasName()

Test if the object is named.

setBootstrapSize(bootstrapSize)

Accessor to the bootstrap size.

setName(name)

Accessor to the object's name.
__init__(*args)
build(*args)

Build the distribution.

Available usages:

build()

build(sample)

build(param)

Parameters:
sample2-d sequence of float

Data.

paramsequence of float

The parameters of the distribution.

Returns:
distDistribution

The estimated distribution.

In the first usage, the default native distribution is built.

buildAsVonMises(*args)

Estimate the distribution as native distribution.

Available usages:

buildAsVonMises()

buildAsVonMises(sample)

buildAsVonMises(param)

Parameters:
sample2-d sequence of float

Data.

paramsequence of float

The parameters of the VonMises.

Returns:
distVonMises

The estimated distribution as a VonMises.

In the first usage, the default VonMises distribution is built.

buildEstimator(*args)

Build the distribution and the parameter distribution.

Parameters:
sample2-d sequence of float

Data.

parametersDistributionParameters

Optional, the parametrization.

Returns:
resDistDistributionFactoryResult

The results.

Notes

According to the way the native parameters of the distribution are estimated, the parameters distribution differs:

  • Moments method: the asymptotic parameters distribution is normal and estimated by Bootstrap on the initial data;

  • Maximum likelihood method with a regular model: the asymptotic parameters distribution is normal and its covariance matrix is the inverse Fisher information matrix;

  • Other methods: the asymptotic parameters distribution is estimated by Bootstrap on the initial data and kernel fitting (see KernelSmoothing).

If another set of parameters is specified, the native parameters distribution is first estimated and the new distribution is determined from it:

  • if the native parameters distribution is normal and the transformation regular at the estimated parameters values: the asymptotic parameters distribution is normal and its covariance matrix determined from the inverse Fisher information matrix of the native parameters and the transformation;

  • in the other cases, the asymptotic parameters distribution is estimated by Bootstrap on the initial data and kernel fitting.

getBootstrapSize()

Accessor to the bootstrap size.

Returns:
sizeint

Size of the bootstrap.

getClassName()

Accessor to the object’s name.

Returns:
class_namestr

The object class name (object.__class__.__name__).

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

setBootstrapSize(bootstrapSize)

Accessor to the bootstrap size.

Parameters:
sizeint

The size of the bootstrap.

setName(name)

Accessor to the object’s name.

Parameters:
namestr

The name of the object.