A Bayesian model for longitudinal circular data
Eduardo Gutiérrez‐Peña, Gabriel Núñez‐Antonio · RePEc: Research Papers in Economics · 2011
The analysis of short longitudinal series of circular data may be problematic and to some extent has not been completely developed. In this paper we present a Bayesian analysis of a model for such data. The model is based on a radial projection onto the circle of a particular bivariate normal distribution. Inferences about the parameters of the model are based on samples from the corresponding joint posterior density which are obtained using a Metropolis-within-Gibbs scheme after the introduction of suitable latent variables. The procedure is illustrated both using a simulated data set and a realdata set previously analyzed in the literature.