Directional Log-spline Distributions
AbstractWe introduce a new class of distributions to model directional data, based on hyperspherical log-splines. The class is very flexible and can be used to model data that exhibits features that cannot be accommodated by typical parametric distributions, such as asymmetries and multimodality. The distributions are defined on hyperspheres of any dimension and thus, include the most common circular and spherical cases. Due to the flexibility of hyperspherical log-splines, the distributions can approximate well the distribution of any phenomenon and are as smooth as desired. We propose a Bayesian setup for conducting inference with directional log-spline distributions where we pay particular attention to the prior specification and the matching of the priors of the log-splines model and the model constructed through a mixture of von Mises distributions. We compare both models in the context of three data sets: generated data on the circle, a circular application concerning the movement of turtles and a spherical application on the arrival direction of cosmic rays.
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Bibliographic InfoPaper provided by EconWPA in its series Econometrics with number 0511001.
Length: 16 pages
Date of creation: 01 Nov 2005
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Note: Type of Document - pdf; pages: 16
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Directional distributions; hyperspherical splines; mixture of distributions; prior maching; von Mises distributions;
Find related papers by JEL classification:
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- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
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- J.T.A.S. Ferreira & M.F.J. Steel, 2004.
"Modelling Directional Dispersion Through Hyperspherical Log- Splines,"
- José T. A. S. Ferreira & Mark F. J. Steel, 2005. "Modelling directional dispersion through hyperspherical log-splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(4), pages 599-616.
- A. Mooney, Jennifer & Helms, Peter J. & Jolliffe, Ian T., 2003. "Fitting mixtures of von Mises distributions: a case study involving sudden infant death syndrome," Computational Statistics & Data Analysis, Elsevier, vol. 41(3-4), pages 505-513, January.
- Jose Antonio Carnicero & Michael P. Wiper, 2008. "A semi-parametric model for circular data based on mixtures of beta distributions," Statistics and Econometrics Working Papers ws081305, Universidad Carlos III, Departamento de Estadística y Econometría.
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