Mixing
Understanding the Von Mises quantile function + 95% CI?
0
$begingroup$
Given the following ts:
ts <- c("08:43:48", "09:17:52", "12:56:22", "12:27:32", "10:59:23",
"07:22:45", "11:13:59", "10:13:26", "10:07:01", "06:09:56", "12:43:17",
"07:07:35", "09:36:44", "10:45:00", "08:27:36", "07:55:35", "11:32:56",
"13:18:35", "11:09:51", "09:46:33", "06:59:12", "10:19:36", "09:39:47",
"09:39:46", "18:23:54")
Converting to circular:
ts <- circular(ts, units = "hours", template = "clock24")
# Estimate the periodic mean from the von Mises distribution
estimates <- mle.vonmises(ts)
p_mean <- estimates$mu %% 24
concentration <- estimates$kappa
# Estimate densities of all 25 timestamps
densities <- dvonmises(ts, mu = p_mean, kappa = concentration)
Here is what I can't figure out, given alpha = 95%:
If I need a 95% CI why I need to tell qvonmises to calculate the percentile of (1-alpha)/2 - one number only. I have 2 tails clockwise and anti clockwise.
Please clarify what I am missing here. Is it because this distribution is circular?
# Check if the densities are larger than the cutoff of 95%-CI
cutoff <- dvonmises(qvonmises((1 - alpha)/2, mu = p_mean, kappa = concentration), mu = p_mean, kappa = concentration)
# Define the variable time_feature
time_feature <- densities >= cutoff
statistics probability-distributions confidence-interval quantile
asked Jan 19 at 17:39
SteveSSteveS
13413
$endgroup$
add a comment |
0
$begingroup$
Given the following ts:
ts <- c("08:43:48", "09:17:52", "12:56:22", "12:27:32", "10:59:23",
"07:22:45", "11:13:59", "10:13:26", "10:07:01", "06:09:56", "12:43:17",
"07:07:35", "09:36:44", "10:45:00", "08:27:36", "07:55:35", "11:32:56",
"13:18:35", "11:09:51", "09:46:33", "06:59:12", "10:19:36", "09:39:47",
"09:39:46", "18:23:54")
Converting to circular:
ts <- circular(ts, units = "hours", template = "clock24")
# Estimate the periodic mean from the von Mises distribution
estimates <- mle.vonmises(ts)
p_mean <- estimates$mu %% 24
concentration <- estimates$kappa
# Estimate densities of all 25 timestamps
densities <- dvonmises(ts, mu = p_mean, kappa = concentration)
Here is what I can't figure out, given alpha = 95%:
If I need a 95% CI why I need to tell qvonmises to calculate the percentile of (1-alpha)/2 - one number only. I have 2 tails clockwise and anti clockwise.
Please clarify what I am missing here. Is it because this distribution is circular?
# Check if the densities are larger than the cutoff of 95%-CI
cutoff <- dvonmises(qvonmises((1 - alpha)/2, mu = p_mean, kappa = concentration), mu = p_mean, kappa = concentration)
# Define the variable time_feature
time_feature <- densities >= cutoff
statistics probability-distributions confidence-interval quantile
asked Jan 19 at 17:39
SteveSSteveS
13413
$endgroup$
$begingroup$
even after loading thecircularpackage, yourestimates <- mle.vonmises(ts)is giving me:Error in x/12 : non-numeric argument to binary operator
$endgroup$
– Henry
Jan 20 at 19:42
add a comment |
0
0
0
$begingroup$
Given the following ts:
ts <- c("08:43:48", "09:17:52", "12:56:22", "12:27:32", "10:59:23",
"07:22:45", "11:13:59", "10:13:26", "10:07:01", "06:09:56", "12:43:17",
"07:07:35", "09:36:44", "10:45:00", "08:27:36", "07:55:35", "11:32:56",
"13:18:35", "11:09:51", "09:46:33", "06:59:12", "10:19:36", "09:39:47",
"09:39:46", "18:23:54")
Converting to circular:
ts <- circular(ts, units = "hours", template = "clock24")
# Estimate the periodic mean from the von Mises distribution
estimates <- mle.vonmises(ts)
p_mean <- estimates$mu %% 24
concentration <- estimates$kappa
# Estimate densities of all 25 timestamps
densities <- dvonmises(ts, mu = p_mean, kappa = concentration)
Here is what I can't figure out, given alpha = 95%:
If I need a 95% CI why I need to tell qvonmises to calculate the percentile of (1-alpha)/2 - one number only. I have 2 tails clockwise and anti clockwise.
Please clarify what I am missing here. Is it because this distribution is circular?
# Check if the densities are larger than the cutoff of 95%-CI
cutoff <- dvonmises(qvonmises((1 - alpha)/2, mu = p_mean, kappa = concentration), mu = p_mean, kappa = concentration)
# Define the variable time_feature
time_feature <- densities >= cutoff
statistics probability-distributions confidence-interval quantile
asked Jan 19 at 17:39
SteveSSteveS
13413
$endgroup$
Given the following ts:
ts <- c("08:43:48", "09:17:52", "12:56:22", "12:27:32", "10:59:23",
"07:22:45", "11:13:59", "10:13:26", "10:07:01", "06:09:56", "12:43:17",
"07:07:35", "09:36:44", "10:45:00", "08:27:36", "07:55:35", "11:32:56",
"13:18:35", "11:09:51", "09:46:33", "06:59:12", "10:19:36", "09:39:47",
"09:39:46", "18:23:54")
Converting to circular:
ts <- circular(ts, units = "hours", template = "clock24")
# Estimate the periodic mean from the von Mises distribution
estimates <- mle.vonmises(ts)
p_mean <- estimates$mu %% 24
concentration <- estimates$kappa
# Estimate densities of all 25 timestamps
densities <- dvonmises(ts, mu = p_mean, kappa = concentration)
Here is what I can't figure out, given alpha = 95%:
If I need a 95% CI why I need to tell qvonmises to calculate the percentile of (1-alpha)/2 - one number only. I have 2 tails clockwise and anti clockwise.
Please clarify what I am missing here. Is it because this distribution is circular?
# Check if the densities are larger than the cutoff of 95%-CI
cutoff <- dvonmises(qvonmises((1 - alpha)/2, mu = p_mean, kappa = concentration), mu = p_mean, kappa = concentration)
# Define the variable time_feature
time_feature <- densities >= cutoff
statistics probability-distributions confidence-interval quantile
statistics probability-distributions confidence-interval quantile
asked Jan 19 at 17:39
SteveSSteveS
13413
asked Jan 19 at 17:39
SteveSSteveS
13413
asked Jan 19 at 17:39
SteveSSteveS
13413
asked Jan 19 at 17:39
SteveSSteveS
13413
asked Jan 19 at 17:39
SteveSSteveS
13413
13413
$begingroup$
even after loading thecircularpackage, yourestimates <- mle.vonmises(ts)is giving me:Error in x/12 : non-numeric argument to binary operator
$endgroup$
– Henry
Jan 20 at 19:42
add a comment |
$begingroup$
even after loading thecircularpackage, yourestimates <- mle.vonmises(ts)is giving me:Error in x/12 : non-numeric argument to binary operator
$endgroup$
– Henry
Jan 20 at 19:42
$begingroup$
even after loading the
circular package, your estimates <- mle.vonmises(ts) is giving me: Error in x/12 : non-numeric argument to binary operator$endgroup$
– Henry
Jan 20 at 19:42
$begingroup$
even after loading the
circular package, your estimates <- mle.vonmises(ts) is giving me: Error in x/12 : non-numeric argument to binary operator$endgroup$
– Henry
Jan 20 at 19:42
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
draft saved
draft discarded
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3079605%2funderstanding-the-von-mises-quantile-function-95-ci%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
draft saved
draft discarded
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
draft saved
draft discarded
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3079605%2funderstanding-the-von-mises-quantile-function-95-ci%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
even after loading the
circularpackage, yourestimates <- mle.vonmises(ts)is giving me:Error in x/12 : non-numeric argument to binary operator$endgroup$
– Henry
Jan 20 at 19:42