Nonparametric Methods for Directional Data

Nonparametric kernel density estimation and bandwidth selection for directional data on the hypersphere S^q, q >= 1. Implements the kernel density estimator of Bai et al. (1988) in kde_dir(), the likelihood and least squares cross-validation bandwidth selectors of Hall et al. (1987) in bw_dir_lcv() and bw_dir_lscv(), and the rule-of-thumb and plug-in selectors of García-Portugués (2013) in bw_dir_rot(), bw_dir_ami(), and bw_dir_emi(). Also fits mixtures of von Mises-Fisher distributions with bic_vmf_mix(), integrates on S^q, and provides fast stable evaluations of the log-Bessel function and the von Mises-Fisher normalizing constant for large orders and concentrations.