Fitting the von Mises distribution using glim
Andrew B Lawson · Journal of Applied Statistics · 1988
An efficient probabilistic approximation to the von Mises likelihood is used to allow fitting via GLIM. This permits the full use of covariate information in analysis of directional data. A numerical integration is performed to evaluate the normalising constant (IO) and the method is compared to standard numerical optimisation routines from the IMSL library.