2019
DOI: 10.18637/jss.v089.i04
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Directional Statistics and Filtering Using libDirectional

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 unit hypersphere and the hypertorus are available. Based on these distributions, several recursive filtering algorithms in libDirectional allow estimation on these manifolds. T… Show more

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Cited by 26 publications
(14 citation statements)
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“…Since the predictive prior distribution resulting from the mixture components is non-parametric we used a discrete circular filter to approximate the distributions in this simulation. The discrete filter is based on a grid of weighted Dirac components equally distributed along the circle (Kurz et al, 2016;Kurz, Gilitschenski, & Hanebeck, 2013) and was implemented with libDirectional toolbox for Matlab (Kurz, Gilitschenski, Pfaff, & Drude, 2015). Because in the unidimensional circular state space of orientations the quality of approximation is only given by the number of components, we felt that 10,000 Dirac components can adequately approximate a distribution of a circular variable.…”
Section: Model Parametersmentioning
confidence: 99%
“…Since the predictive prior distribution resulting from the mixture components is non-parametric we used a discrete circular filter to approximate the distributions in this simulation. The discrete filter is based on a grid of weighted Dirac components equally distributed along the circle (Kurz et al, 2016;Kurz, Gilitschenski, & Hanebeck, 2013) and was implemented with libDirectional toolbox for Matlab (Kurz, Gilitschenski, Pfaff, & Drude, 2015). Because in the unidimensional circular state space of orientations the quality of approximation is only given by the number of components, we felt that 10,000 Dirac components can adequately approximate a distribution of a circular variable.…”
Section: Model Parametersmentioning
confidence: 99%
“…The PF, ProgSE2BF, and S3F are part of the latest version of libDirectional [ 28 ]. For the UKF-M, we use the implementation of [ 13 ].…”
Section: Discussionmentioning
confidence: 99%
“…Ball et al (2008) introduced Brownian motion and Ornstein-Uhlenbeck processes on the shape space of R 2 . Kurz et al (2019) provided an overview of various recursive filtering algorithms involving a variety of circular, toroidal, and spherical distributions. Analogues of the Kalman filter based on the vMF and Bingham distributions on S d were proposed by Chiuso and Picci (1998) and Kurz et al (2014), respectively.…”
Section: Continuous-time Processesmentioning
confidence: 99%
“…An overview of many such packages was given by Pewsey (2018). Relevant packages written in other languages include CircStat (Berens 2009) and PyCircStat (Sinz et al 2018) for data on S 1 , libDirectional (Kurz et al 2019) for data on T d and S d , Mocapy++ for constructing probabilistic models of biomolecular structure (Paluszewski and Hamelryck 2010), and the promising geomstats (Miolane et al 2020) for manifold-valued data.…”
Section: Softwarementioning
confidence: 99%