{smcl}
{* 10june2004}{...}
{hline}
help for {hi:circdpvm}
{hline}
{title:Density probability plot for von Mises distribution fitted to circular data}
{p 8 17 2}
{cmd:circdpvm}
{it:varname}
[{cmd:if} {it:exp}]
[{cmd:in} {it:range}]
[ {cmd:,}
{cmd:a(}{it:#}{cmd:)}
{cmd:param(}{it:numlist}{cmd:)}
{cmdab:gen:erate(}{it:newvar1 newvar2}{cmd:)}
{cmd:line(}{it:line_options}{cmd:)}
{it:graph_options}
]
{title:Description}
{p 4 4 2}
{cmd:circdpvm} gives a density probability plot for the fit of a
von Mises (a.k.a. circular normal) distribution to a circular variable
on a scale between 0 and 360 degrees. By default {help circvm} is used
to fit the distribution, estimating the two parameters vector mean mu
and concentration parameter kappa. Both observed and expected densities
are rotated so that each set is centred on the vector mean.
Each is nevertheless labelled in terms of {it:varname}.
{title:Remarks}
{p 4 4 2}
To establish notation, and to fix ideas with a concrete example: consider an
observed variable theta, whose distribution we wish to compare with a von Mises
distributed variable phi. That variable has density function {it:f}(phi),
distribution function {it:P = F}(phi) and quantile function {it:Q}({it:P}).
(The distribution function and the quantile function are inverses of each
other.) Clearly, this notation is fairly general and also covers other
distributions, at least for continuous variables.
{p 4 4 2} The particular density function {it:f}(theta | parameters) most
pertinent to comparison with data for phi can be computed given values for its
parameters, either estimates from data on theta, or parameter values chosen for
some other good reason. In the case of a von Mises distribution, these
parameters would usually be the vector mean and the concentration parameter
kappa.
{p 4 4 2} The density function can also be computed indirectly via the quantile
function as {it:f}({it:Q}({it:P})). In the case of von Mises distributions, it
is convenient to centre variables at the vector mean, so that {it:P} = 0.5
corresponds to the vector mean. In practice {it:P} is calculated as so-called
plotting positions {it:p_i} attached to values of a sample of size {it:n} which
have rank {it:i}. One simple rule uses {it:p}_{it:i} = ({it:i} - 0.5) /
{it:n}. Most other rules follow one of a family ({it:i} - {it:a}) / ({it:n} -
2{it:a} + 1) indexed by {it:a}.
{p 4 4 2}
Plotting both {it:f}(theta | parameters) and {it:f}({it:Q}({it:P} = {it:p_i})),
calculated using plotting positions, versus observed theta gives two curves. In
our example, the first is von Mises by construction and the second would be a
good estimate of a von Mises density if theta were truly von Mises with the
same parameters. The match or mismatch between the curves allows graphical
assessment of goodness or badness of fit. What is more, we can use experience
from comparing frequency distributions, as shown on histograms, dot plots or
other similar displays, in comparing or identifying location and scale
differences, skewness, tail weight, tied values, gaps, outliers and so forth.
{p 4 4 2}
Such {it:density probability plots} were suggested by Jones and Daly (1995).
See also Jones (2004). For further discussion see {help dpplot}.
{title:Options}
{p 4 8 2}{cmd:a()} specifies a family of plotting positions, as explained
above. The default is 0.5. Choice of {cmd:a} is rarely material unless the
sample size is very small, and then the exercise is moot whatever is done.
{p 4 8 2}{cmd:param()} specifies two parameter values which give an alternative
reference distribution. The first is the vector mean and the second is the
concentration parameter kappa. (By default these parameters are estimated from
the data.)
{p 4 8 2}
{cmd:generate()} specifies two new variable names to hold
the results of densities estimated from the data directly (as {it:f}() given
parameters) and indirectly (as {it:f}({it:Q}({it:P})) given parameters).
{p 4 8 2}{cmd:line(}{it:line_options}{cmd:)} are options of
{help twoway_mspline:twoway mspline} and {help twoway_line:twoway line},
which may be used to control the rendition of the density function curve.
{p 4 8 2}
{cmd:show()} specifies a numlist of axis labels to be shown, overriding the
default.
{p 4 8 2}{it:graph_options} are options of {help twoway}.
{title:Examples}
{p 4 4 2}{cmd:. circdpvm wallasp}{p_end}
{p 4 4 2}{cmd:. circdpvm wallasp, show(0(45)315)}
{title:References}
{p 4 8 2}Jones, M.C. 2004. Hazelton, M.L. (2003), "A graphical tool
for assessing normality," {it:The American Statistician}
57: 285-288: Comment. {it:The American Statistician} 58: 176-177.
{p 4 8 2}Jones, M.C. and F. Daly. 1995. Density probability plots.
{it:Communications in Statistics, Simulation and Computation}
24: 911-927.
{title:Author}
{p 4 4 2}Nicholas J. Cox, University of Durham, U.K.{break}
n.j.cox@durham.ac.uk
{title:Also see}
{p 4 13 2}
On-line: help for {help circvm}, {help circpvm}, {help dpplot} (if installed)