Hi Mike, I have an EM algorithm code for a binary von Mises mixture with 5 parameters: mixing proportion (p), 2 locations (m1, m2), and 2 dispersion parameters (k1, k2). Of course, your model is nested within this one, where k1=Inf, m1 = arbitrary, m2=0. You should be able to modify my code easily to fit this reduced model. This will also allow you to perform a likelihood ratio test for whether the 5-parameter model is better than the 2-parameter model (approximately chi-squared with 3 d.o.f.).
Alternatively, you can directly estimate the 2-parameter model by maximizing the log-likelihood subject to constraints on the 2 parameters. This is quite easy to do, but will not allow you comparison with a more general model. Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: Mike Lawrence <mike.lawre...@dal.ca> Date: Saturday, November 7, 2009 6:38 pm Subject: [R] EM algorithm to fit circular mix of uniform+Von Mises To: r-h...@stat.math.ethz.ch > Hi all, > > I'm curious if anyone has coded an Expectation-Maximization algorithm > that could help me model some circular data I have. I'd like to model > it as a mixture of uniform and Von Mises centered on 0, so the only > free parameters is the mixing proportion and the kappa of the Von > Mises. I couldn't find anything in the contributed packages that > seemed to suit this purpose. Any pointers would be greatly > appreciated! > > Cheers, > > Mike > > -- > Mike Lawrence > Graduate Student > Department of Psychology > Dalhousie University > > Looking to arrange a meeting? Check my public calendar: > > > ~ Certainty is folly... I think. ~ > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
