Directional Statistics and Filtering Using libDirectional

JOURNAL OF STATISTICAL SOFTWARE, pp. 1.0-31.0, 2019.

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Abstract:

In this paper, we present libDirectional, a MATLAB library for directional statistics and directional estimation. It supports a variety of commonly used distributions on the unit circle, such as the von Mises, wrapped normal, and wrapped Cauchy distributions. Furthermore, various distributions on higher-dimensional manifolds such as the u...More

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