watson - Fitting and Simulating Mixtures of Watson Distributions
Tools for fitting and simulating mixtures of Watson
distributions. The package is described in Sablica, Hornik and
Leydold (2026) <doi:10.18637/jss.v115.i04>. The random sampling
scheme of the package offers two sampling algorithms that are
based of the results of Sablica, Hornik and Leydold (2022)
<doi:10.1080/10618600.2024.2416521>. What is more, the package
offers a smart tool to combine these two methods, and based on
the selected parameters, it approximates the relative sampling
speed for both methods and picks the faster one. In addition,
the package offers a fitting function for the mixtures of
Watson distribution, that uses the expectation-maximization
(EM) algorithm. Special features are the possibility to use
multiple variants of the E-step and M-step, sparse matrices for
the data representation and state of the art methods for
numerical evaluation of needed special functions using the
results of Sablica and Hornik (2022) <doi:10.1090/mcom/3690>
and Sablica and Hornik (2024) <doi:10.1016/j.jmaa.2024.128262>.
