Port Generalized von Mises distribution from libDirectional#1591
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Port Generalized von Mises distribution from libDirectional#1591
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…libDirectional Agent-Logs-Url: https://github.com/FlorianPfaff/PyRecEst/sessions/93650044-025d-4897-86c3-3ce92e486931 Co-authored-by: FlorianPfaff <6773539+FlorianPfaff@users.noreply.github.com>
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Ports
GvMDistribution(arbitrary-order Generalized von Mises) from libDirectional, based on Gatto & Jammalamadaka, Statistical Methodology, 2007.Distribution
p(x) = (1/C) · exp(Σⱼ κⱼ · cos(j·(x − μⱼ)))for j = 1…kCcomputed numerically viascipy.integrate.quadand cachedChanges
pyrecest/distributions/circle/generalized_von_mises_distribution.py— newGvMDistributionsubclassingAbstractCircularDistributionpyrecest/distributions/__init__.py— exportsGvMDistributionpyrecest/tests/distributions/test_generalized_von_mises_distribution.py— covers init validation, PDF non-negativity, integrates-to-1, and order-1 equivalence toVonMisesDistribution