Type: | Package |
Title: | Circular Data using Symmetric NNTS Models |
Version: | 0.1.0 |
Description: | The statistical analysis of circular data using distributions based on symmetric Nonnegative Trigonometric Sums (NNTS). It includes functions to perform empirical analysis and estimate the parameters of density functions. Fernandez-Duran, J.J. and Gregorio-Dominguez, M.M. (2025), "Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry", <doi:10.48550/arXiv.2412.19501>. |
Depends: | stats, CircNNTSR |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Encoding: | UTF-8 |
NeedsCompilation: | no |
Packaged: | 2025-02-04 19:36:04 UTC; mercedesgregorio |
Author: | Juan Jose Fernandez-Duran [aut], Maria Mercedes Gregorio-Dominguez [aut, cre] |
Maintainer: | Maria Mercedes Gregorio-Dominguez <mercedes@itam.mx> |
Repository: | CRAN |
Date/Publication: | 2025-02-05 18:20:06 UTC |
CircNNTSRSymmetric: An R Package for the statistical analysis of circular data using symmetric nonnegative trigonometric sums (NNTS) models. Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Description
The statistical analysis of circular data using distributions based on symmetric Nonnegative Trigonometric Sums (NNTS). It includes functions to perform empirical analysis and estimate the parameters of density functions. Fernández-Durán, J.J. and Gregorio-Domínguez, M.M. (2025) <doi:10.48550/arXiv.2412.19501>.
Details
Package: | CircNNTSRSymmetric |
Type: | Package |
Version: | 0.1.0 |
Date: | 2025-02-02 |
License: | GLP (>=2) |
LazyLoad: | yes |
The NNTS (Non-Negative Trigonometric Sums) symmetric density around \mu
is defined as:
f(\theta; M, \underline{c}, \mu)= \sum_{k=0}^M\sum_{l=0}^M \rho_k\rho_l e^{i(k-l)(\theta - \mu)}
with \rho_k
real numbers for k=0, \ldots, M
with \sum_{k=0}^M \rho_k^2 = \frac{1}{2\pi}
.
Equivalently, the symmetric NNTS density is:
f(\theta; M, \underline{c}, \mu)= \frac{1}{2\pi}\sum_{k=0}^M\sum_{l=0}^M ||c_k|| ||\bar{c}_l|| e^{i(k-l)(\theta - \mu)} =
\frac{1}{2\pi}\sum_{k=0}^M\sum_{l=0}^M c_{Sk} \bar{c}_{Sl} e^{i(k-l)\theta}
.
The parameters c_{Sk}=||c_k||e^{-ik\mu}
are the parameters of the general (non-symmetric) NNTS model.
The symmetric NNTS model is derived from the general NNTS model (Fernández-Durán, 2004 and Fernández-Durán and Gregorio-Domínguez, 2016) with norms (moduli) of the c
parameters equal in both models and arguments of the c
parameters equal to \phi_k=-k\mu
for k=1,2, \ldots, M
.
Author(s)
Juan Jose Fernandez-Duran and Maria Mercedes Gregorio-Dominguez
Maintainer: Maria Mercedes Gregorio Dominguez <mercedes@itam.mx>
References
Fernández-Durán, J.J. (2004). Circular Distributions Based on Nonnegative Trigonometric Sums. Biometrics, 60, pp. 499-503.
Fernández-Durán, J.J. and Gregorio-Domínguez, M.M. (2016). CircNNTSR: An R Package for the Statistical Analysis of Circular, Multivariate Circular, and Spherical Data Using Nonnegative Trigonometric Sums. Journal of Statistical Software, 70(6), 1-19. doi:10.18637/jss.v070.i06
Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Parameter estimation for NNTS distributions with gradient stop
Description
Computes the maximum likelihood estimates of the NNTS parameters of an NNTS distribution, using a Newton algorithm on the hypersphere and considering a maximum number of iterations determined by a constraint in terms of the norm of the gradient
Usage
nntsmanifoldnewtonestimationgradientstop(data, M = 0, iter = 1000,
initialpoint = FALSE, cinitial,gradientstop=1e-10)
Arguments
data |
Vector of angles in radians |
M |
Number of components in the NNTS symmetric density |
iter |
Number of iterations |
initialpoint |
TRUE if an initial point for the optimization algorithm for the general (asymmetric) NNTS density will be used |
cinitial |
Vector of size M+1. The first element is real and the next M elements are complex (values for $c_0$ and $c_1, ...,c_M$). The sum of the squared moduli of the parameters must be equal to 1/(2*pi). This is the vector of parameters for the general (asymmetric) NNTS density |
gradientstop
gradientstop |
The minimum value of the norm of the gradient to stop the Newton algorithm on the hypersphere |
Value
cestimates |
Matrix of (M+1)x2. The first column is the parameter numbers, and the second column is the c parameter's estimators of the NNTS model |
loglik |
Optimum log-likelihood value for the NNTS model |
AIC |
Value of Akaike's Information Criterion |
BIC |
Value of Bayesian Information Criterion |
gradnormerror |
Gradient error after the last iteration |
Author(s)
Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez
References
Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Examples
data(Turtles_radians)
resturtles<-nntsmanifoldnewtonestimationgradientstop(data=Turtles_radians, M = 2,
iter=1000,gradientstop=1e-10)
resturtles
Parameter estimation for NNTS symmetric distributions
Description
Computes the maximum likelihood estimates of the NNTS parameters of an NNTS symmetric distribution, using a Newton algorithm on the hypersphere
Usage
nntsmanifoldnewtonestimationsymmetry(data, M = 0,iter=1000,gradientstop=1e-10,
pevalmu=1000,initialpoint=FALSE,cinitial)
Arguments
data |
Vector of angles in radians |
M |
Number of components in the NNTS symmetric density |
iter |
Number of iterations |
gradientstop |
The minimum value of the norm of the gradient to stop the Newton algorithm on the hypersphere |
pevalmu |
Number of equidistant points in the interval 0 to 2pi to search for the maxima of the angle of symmetry |
initialpoint |
TRUE if an initial point for the optimization algorithm for the general (asymmetric) NNTS density will be used |
cinitial |
Vector of size M+1. The first element is real and the next M elements are complex (values for $c_0$ and $c_1, ...,c_M$). The sum of the squared moduli of the parameters must be equal to 1/(2*pi). This is the vector of parameters for the general (asymmetric) NNTS density |
Value
cestimatessym |
Matrix of (M+1)x2. The first column is the parameter numbers, and the second column is the c parameter's estimators of the symmetric NNTS model |
mu |
Estimate of the angle of symmetry of the NNTS symmetric model |
logliksym |
Optimum log-likelihood value for the NNTS symmetric model |
AICsym |
Value of Akaike's Information Criterion for the NNTS symmetric model |
BICsym |
Value of Bayesian Information Criterion for the NNTS symmetric model |
gradnormerrorsym |
Gradient error after the last iteration for the estimation of the parameters of the NNTS symmetric model |
cestimatesnonsym |
Matrix of (M+1)x2. The first column is the parameter numbers, and the second column is the c parameter's estimators of the symmetric NNTS model |
logliknonsym |
Optimum log-likelihood value for the general (non-symmetric) NNTS model |
AICnonsym |
Value of Akaike's Information Criterion for the general (non-symmetric) NNTS model |
BICnonsym |
Value of Bayesian Information Criterion for the general (non-symmetric) NNTS model |
gradnormerrornonsym |
Gradient error after the last iteration for the estimation of the parameters of the general (non-symmetric) NNTS model |
loglikratioforsym |
Value of the likelihood ratio test statistic for symmetry |
loglikratioforsympvalue |
Value of the asymptotic chi squared p-value of the likelihood ratio test statistic for symmetry |
Author(s)
Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez
References
Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Examples
data(Turtles_radians)
resturtlessymm<-nntsmanifoldnewtonestimationsymmetry(data=Turtles_radians, M = 2, iter =1000,
gradientstop=1e-10,pevalmu=1000)
resturtlessymm
hist(Turtles_radians,breaks=seq(0,2*pi,2*pi/13),xlab="Direction (radians)",freq=FALSE,
ylab="",main="",ylim=c(0,.8),axes=FALSE)
nntsplot(resturtlessymm$cestimatessym[,2],2,add=TRUE)
nntsplot(resturtlessymm$cestimatesnonsym[,2],2,add=TRUE,lty=2)
axis(1,at=c(0,pi/2,pi,6*(pi/4),2*pi),labels=c("0",expression(pi/2),expression(pi),
expression(3*pi/2),expression(2*pi)),las=1)
axis(2)
data(Ants_radians)
resantssymm<-nntsmanifoldnewtonestimationsymmetry(data=Ants_radians, M = 4, iter =1000,
gradientstop=1e-10,pevalmu=1000)
resantssymm
hist(Ants_radians,breaks=seq(0,2*pi,2*pi/13),xlab="Direction (radians)",freq=FALSE,
ylab="",main="",ylim=c(0,.8),axes=FALSE)
nntsplot(resantssymm$cestimatessym[,2],4,add=TRUE)
nntsplot(resantssymm$cestimatesnonsym[,2],4,add=TRUE,lty=2)
axis(1,at=c(0,pi/2,pi,6*(pi/4),2*pi),labels=c("0",expression(pi/2),expression(pi),
expression(3*pi/2),expression(2*pi)),las=1)
axis(2)
Parameter estimation for NNTS symmetric distributions
Description
Computes the maximum likelihood estimates of the NNTS parameters of an NNTS symmetric distribution with known angle of symmetry mu, using a Newton algorithm on the hypersphere
Usage
nntsmanifoldnewtonestimationsymmetryknownsymmetryanglemu(data, mu, M = 0,
iter=1000,gradientstop=1e-10,initialpoint=FALSE,cinitial)
Arguments
data |
Vector of angles in radians |
mu |
Known angle of symmetry of the NNTS symmetric model |
M |
Number of components in the NNTS symmetric density |
iter |
Number of iterations |
gradientstop |
The minimum value of the norm of the gradient to stop the Newton algorithm on the hypersphere |
initialpoint |
TRUE if an initial point for the optimization algorithm for the general (asymmetric) NNTS density will be used |
cinitial |
Vector of size M+1. The first element is real and the next M elements are complex (values for $c_0$ and $c_1, ...,c_M$). The sum of the squared moduli of the parameters must be equal to 1/(2*pi). This is the vector of parameters for the general (asymmetric) NNTS density |
Value
cestimatessym |
Matrix of (M+1)x2. The first column is the parameter numbers, and the second column is the c parameter's estimators of the symmetric NNTS model |
mu |
Known angle of symmetry of the NNTS symmetric model |
logliksym |
Optimum log-likelihood value for the NNTS symmetric model |
AICsym |
Value of Akaike's Information Criterion for the NNTS symmetric model |
BICsym |
Value of Bayesian Information Criterion for the NNTS symmetric model |
gradnormerrorsym |
Gradient error after the last iteration for the estimation of the parameters of the NNTS symmetric model |
cestimatesnonsym |
Matrix of (M+1)x2. The first column is the parameter numbers, and the second column is the c parameter's estimators of the symmetric NNTS model |
logliknonsym |
Optimum log-likelihood value for the general (non-symmetric) NNTS model |
AICnonsym |
Value of Akaike's Information Criterion for the general (non-symmetric) NNTS model |
BICnonsym |
Value of Bayesian Information Criterion for the general (non-symmetric) NNTS model |
gradnormerrornonsym |
Gradient error after the last iteration for the estimation of the parameters of the general (non-symmetric) NNTS model |
loglikratioforsym |
Value of the likelihood ratio test statistic for symmetry |
loglikratioforsympvalue |
Value of the asymptotic chi squared p-value of the likelihood ratio test statistic for symmetry |
Author(s)
Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez
References
Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Examples
data(Ants_radians)
resantssymmknownmu<-nntsmanifoldnewtonestimationsymmetryknownsymmetryanglemu(data=Ants_radians,
mu=pi, M = 4, iter =1000,gradientstop=1e-10)
resantssymmknownmu
hist(Ants_radians,breaks=seq(0,2*pi,2*pi/13),xlab="Direction (radians)",freq=FALSE,
ylab="",main="",ylim=c(0,.8),axes=FALSE)
nntsplot(resantssymmknownmu$cestimatessym[,2],4,add=TRUE)
nntsplot(resantssymmknownmu$cestimatesnonsym[,2],4,add=TRUE,lty=2)
axis(1,at=c(0,pi/2,pi,6*(pi/4),2*pi),labels=c("0",expression(pi/2),expression(pi),
expression(3*pi/2),expression(2*pi)),las=1)
axis(2)
Moments of an NNTS density
Description
Computes the first moment, second moment, mean direction, dispersion, circular varance, coefficient of asymmetry and kurtosis from the given parameters of an NNTS density.
Usage
nntsmeasureslocationdispersion(cestimates,M=0)
Arguments
cestimates |
Matrix of (M+1)x2. The first column is the parameter numbers, and the second column is the c parameter vecto (or c estimates) of the NNTS model |
M |
Number of components in the NNTS density |
Value
firstmoment |
Value of the first trigonometric moment |
secondmoment |
Value of the second trigonometric moment |
meandirection |
Value of the mean direction |
dispersion |
Value of the dispersion |
circularvariance |
Value of the circular variance |
asymmetrycoefficient |
Value of the coefficient of asymmetry |
kurtosis |
Value of the kurtosis |
Author(s)
Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez
References
Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Examples
data(Ants_radians)
resants<-nntsmanifoldnewtonestimationgradientstop(data=Ants_radians, M = 2, iter=1000,
gradientstop=1e-10)
resants
nntsmeasureslocationdispersion(resants$cestimates,M=2)
Calculation of the Sample Skewness
Description
Computes the skewness for a sample of angles
Usage
samplecircularskewness(data)
Arguments
data |
Vector of angles in radians |
Value
Value |
Value of the sample skewness |
Author(s)
Juan Jose Fernandez-Duran y Maria Mercedes Gregorio-Dominguez
References
Fernández-Durán, J.J., Gregorio-Domínguez, M.M. (2025). Multimodal Symmetric Circular Distributions Based on Nonnegative Trigonometric Sums and a Likelihood Ratio Test for Reflective Symmetry, arXiv:2412.19501 [stat.ME] (available at https://arxiv.org/abs/2412.19501)
Examples
data(Ants_radians)
samplecircularskewness(data=Ants_radians)
# non-symmetric
cp3a<-c(0.27672975+0.00000000i,-0.04547516-0.00298663i,-0.18680096-0.10457410i,
0.03339396-0.18317526i)
cp3a<-cp3a/sqrt(sum(Mod(cp3a)^2))
cp3a<-(1/sqrt(2*pi))*cp3a
cp3annts<-cbind(c(0,1,2,3),cp3a)
nntsmeasureslocationdispersion(cp3annts,M=3)
set.seed(1234567890)
datasim3a<-nntssimulation(1000,cp3a,3)$simulations
samplecircularskewness(datasim3a)
#symmetric
cp3b<-Mod(cp3a)
cp3bnnts<-cbind(c(0,1,2,3),cp3b)
nntsmeasureslocationdispersion(cp3bnnts,M=3)
set.seed(1234567890)
datasim3b<-nntssimulation(1000,cp3b,3)$simulations
samplecircularskewness(datasim3b)
#symmetric bis
cp3c<-c(0.3131489,0.1421822,0.1266749,0.1575766)
cp3c<-cp3c/sqrt(sum(Mod(cp3c)^2))
cp3c<-(1/sqrt(2*pi))*cp3c
cp3c<-cp3c*exp((0:3)*1i*(-pi))
cp3cnnts<-cbind(c(0,1,2,3),cp3c)
nntsmeasureslocationdispersion(cp3cnnts,M=3)
set.seed(1234567890)
datasim3c<-nntssimulation(1000,cp3c,3)$simulations
samplecircularskewness(datasim3c)