A tractable, parsimonious and flexible model for cylindrical data, with applications
Abstract
In this paper, we propose cylindrical distributions obtained by combining the sine-skewed von Mises distribution (circular part) with the Weibull distribution (linear part). This new model, the WeiSSVM, enjoys numerous advantages: simple normalizing constant and hence very tractable density, parameter-parsimony and interpretability, good circular-linear dependence structure, easy random number generation thanks to known marginal/conditional distributions, flexibility illustrated via excellent fitting abilities, and a straightforward extension to the case of directional-linear data. Inferential issues, such as independence testing, circular-linear respectively linear-circular regression, can easily be tackled with our model, which we apply on two real data sets. We conclude the paper by discussing future applications of our model.
Cite
@article{arxiv.1505.08113,
title = {A tractable, parsimonious and flexible model for cylindrical data, with applications},
author = {Toshihiro Abe and Christophe Ley},
journal= {arXiv preprint arXiv:1505.08113},
year = {2016}
}
Comments
17 pages, 5 figures