watson: Fitting and Simulating Mixtures of Watson Distributions
Tools for fitting and simulating mixtures of Watson distributions.
The random sampling scheme of the package offers two sampling
algorithms that are based of the results of Sablica, Hornik and Leydold (2022)
What is more, the package offers a smart tool to combine these two methods,
and based on the selected parameters, it approximates the relative sampling
speed for both methods and picks the faster one. In addition, the package
offers a fitting function for the mixtures of Watson distribution, that
uses the expectation-maximization (EM) algorithm. Special features are
the possibility to use multiple variants of the E-step and M-step,
sparse matrices for the data representation and state of the art methods
for numerical evaluation of needed special functions using the results of
Sablica and Hornik (2022) <https://www.ams.org/journals/mcom/2022-91-334/S0025-5718-2021-03690-X/>.
||R (≥ 3.1.0)
||Rcpp (≥ 0.12.18), Tinflex (≥ 1.8)
||Rcpp, RcppArmadillo, Tinflex
Kurt Hornik [aut],
Gerard Jungman [ctb, cph] (Author and copyright holder of included GNU
Brian Gough [ctb, cph] (Author and copyright holder of included GNU GSL
||Lukas Sablica <lsablica at wu.ac.at>
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