vonmises(VGAM)
vonmises()所属R语言包:VGAM
von Mises Distribution Family Function
von Mises分布的家庭功能
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Estimates the location and scale parameters of the von Mises distribution by maximum likelihood estimation.
von Mises分布的位置与刻度参数的估计最大似然估计。
用法----------Usage----------
vonmises(llocation = "elogit", lscale = "loge",
elocation = if (llocation == "elogit") list(min = 0, max = 2 * pi) else
list(), escale = list(), ilocation = NULL,
iscale = NULL, imethod = 1, zero = NULL)
参数----------Arguments----------
参数:llocation, lscale
Parameter link functions applied to the location a parameter and scale parameter k, respectively. See Links for more choices. For k, a log link is the default because the parameter is positive.
参数链接的位置a参数和规模参数k,分别。见Links更多的选择。对于k,log链接是默认的,因为该参数是积极的。
参数:elocation, escale
List. Extra argument for each of the link functions. See earg in Links for general information.
列表。每个链接功能,额外的参数。见earg中Links的一般信息。
参数:ilocation
Initial value for the location a parameter. By default, an initial value is chosen internally using imethod. Assigning a value will override the argument imethod.
初始值位置a参数。默认情况下,初始值是内部选择使用imethod。指定的值将覆盖参数imethod。
参数:iscale
Initial value for the scale k parameter. By default, an initial value is chosen internally using imethod. Assigning a value will override the argument imethod.
规模k参数的初始值。默认情况下,初始值是内部选择使用imethod。指定的值将覆盖参数imethod。
参数:imethod
An integer with value 1 or 2 which specifies the initialization method. If failure to converge occurs try the other value, or else specify a value for ilocation and iscale.
一个整数,值1或2指定的初始化方法。如果收敛失败发生的其他值,否则指定的值ilocation和iscale。
参数:zero
An integer-valued vector specifying which linear/additive predictors are modelled as intercepts only. The default is none of them. If used, choose one value from the set {1,2}.
指定一个整数值向量线性/添加剂的预测模型仅作为拦截。在默认情况下是没有。如果使用,选择一个值的集合{1,2}。
Details
详细信息----------Details----------
The (two-parameter) von Mises is the most commonly used distribution in practice for circular data. It has a density that can be written as
(2-参数)米塞斯是最常用的在实践中为圆形的数据的分布。它有一个密度,可以写为
where 0 <= y < 2*pi, k>0 is the scale parameter, a is the location parameter, and I0(k) is the modified Bessel function of order 0 evaluated at k. The mean of Y (which is the fitted value) is a and the circular variance is 1 - I1(k) / I0(k) where I1(k) is the modified Bessel function of order 1. By default, eta1=log(a/(2*pi-a)) and eta2=log(k) for this family function.
其中0 <= y < 2*pi,k>0是尺度参数,a的位置参数,并I0(k)0阶修正Bessel函数的评价k。的平均Y(这是拟合值)是a和圆形的方差是1 - I1(k) / I0(k)其中I1(k)是1阶修正Bessel函数。默认情况下,eta1=log(a/(2*pi-a))和eta2=log(k)家庭功能。
值----------Value----------
An object of class "vglmff" (see vglmff-class). The object is used by modelling functions such as vglm, rrvglm and vgam.
类的一个对象"vglmff"(见vglmff-class)。该对象被用于建模功能,如vglm,rrvglm和vgam。
警告----------Warning ----------
Numerically, the von Mises can be difficult to fit because of a log-likelihood having multiple maxima. The user is therefore encouraged to try different starting values, i.e., make use of ilocation and iscale.
数控,冯·米塞斯难以适应,因为有多个极大值的对数似然。因此,鼓励用户尝试不同的初始值,即,使使用ilocation和iscale。
注意----------Note----------
The response and the fitted values are scaled so that 0<=y<2*pi. The linear/additive predictors are left alone. Fisher scoring is used.
的响应和拟合值定标,使0<=y<2*pi。线性/对添加剂的预测被单独留在家中。使用Fisher评分。
(作者)----------Author(s)----------
T. W. Yee
参考文献----------References----------
Statistical Distributions, New York: Wiley-Interscience, Third edition.
参见----------See Also----------
Bessel, cardioid.
Bessel,cardioid。
CircStats and circular currently have a lot more R functions for circular data than the VGAM package.
CircStats和circular目前有更多的R函数的循环数据比VGAM包。
实例----------Examples----------
vdata = data.frame(x2 = runif(nn <- 1000))
vdata = transform(vdata, y = rnorm(nn, m = 2+x2, sd = exp(0.2))) # Bad data!![糟糕的数据!]
fit = vglm(y ~ x2, vonmises(zero = 2), vdata, trace = TRUE)
coef(fit, matrix = TRUE)
Coef(fit)
with(vdata, range(y)) # Original data[原始数据]
range(depvar(fit)) # Processed data is in [0,2*pi)[处理后的数据是在[0,2 * PI)]
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注:
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