Multivariate circular R package

This is an R package that includes some basic functions to use multivariate circular distributions. The current version implements four S3 clases:

• mvVonMises for the multivariate von Mises distribution
• mvWrappedNormal for the multivariate wrapped-normal distribution
• mvWrappedCauchy for the multivariate wrapped-Cauchy distribution
• mvCircTruncNormal for the multivariate normal distribution truncated to [μ - π ,μ + π )

mvCircular also implements functions to compute the geometric median for mv. circular data, a Kullback-Leibler divergence approximation, and three types of plots plot, contourPlot and toursPlot. Torus plot requires some functionality part of a custom development based on rthreejs.

From github:

# Install rthreejs branch (optional)
install_github("lrodriguezlujan/rthreejs", ref = "add_composition")

# Install mvCircular
install_github("lrodriguezlujan/mvCircular", ref = "master")

# Load lib
library(mvCircular)

# Bivariate plots
vmbiv <- mvVonMises(c(3*pi/2, pi/2), rep(1.5,2), matrix( c(0,2,2,0) ,ncol=2,nrow=2) )
vmbiv <- normalize(vmbiv)
# Contour
contourPlot(vmbiv)
# Torus (needs add_composition branch)
torusPlot(vmbiv)

# Create samples from a distribution
samples <- rmvVonMises(1E4, rep(0,4), rep(1,4), matrix(0,ncol=4,nrow=4) )

# Median
geomedian.circular(samples)

# Fit
vmfit <- mvVonMises.fit(samples)

# Empiric KL divergence
vmfit.kl <- empKL.circular(samples, vmfit, m = 1E4)
vmfit.kl$kl

# Compute normalization term
vmfit <- normalize(vmfit)

# Plot
plot(vmfit, data = vmfit$fitted.data[1:100,])

L-BFGS-B is released under the BSD 3-clause license

This package uses L-BFGS-B-C:

• L-BFGS-B is released under the BSD 3-clause license (J.L. Morales and J. Nocedal. L-BFGS-B: Remark on Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (2011), ACM Transactions on Mathematical Software, Vol 38, Num. 1.)
• L-BFGS-B-C is released under the BSD 3-clause license

This R package is written by Luis Rodríguez, luis.rodriguezl@upm.es

L-BFGS-B-C (C version of L-BFGS-B Version 3.0) was written by Stephen Becker.

L-BFGS-B Version 3.0 is an algorithmic update from 2011, with coding changes by J. L. Morales.

The L-BFGS-B algorithm was written in the 1990s (mainly 1994, some revisions 1996) by Ciyou Zhu (in collaboration with R.H. Byrd, P. Lu-Chen and J. Nocedal)