Maximum likelihood estimation of the concentration parameter of von Mises–Fisher distributions involves inverting the ratio <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$R_\nu=I_{\nu +1} / I_\nu $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <msub> <mi>R</mi> <mi mathvariant="italic">ν</mi> </msub> <mo>=</mo> <msub> <mi>I</mi> <mrow> <mi mathvariant="italic">ν</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">/</mo> <msub> <mi>I</mi> <mi mathvariant="italic">ν</mi> </msub> </mrow> </math> </EquationSource> </InlineEquation> of modified Bessel functions and computational methods are required to invert these functions using...</equationsource></equationsource></inlineequation>

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...

This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized uctuation test framework as well as from the F test (Chow test) framework....

Let (X(t),0 [less-than-or-equals, slant] t [less-than-or-equals, slant] 1) be a zero mean, continuous-path stationary Gaussian process with autocovariance function [rho]X(s) = 1 - ? s , where 0[less-than-or-equals, slant]?[less-than-or-equals, slant]2. We investigate the joint distribution of...

Topic models allow the probabilistic modeling of term frequency occurrences in documents. The fitted model can be used to estimate the similarity between documents as well as between a set of specified keywords using an additional layer of latent variables which are referred to as topics. The R...