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Bayesian research / Circular response

Regression with a circular response

When the response is an angle, a regression model needs to respect the circle. For example, the outcome may be wind direction, while covariates and latent effects describe how that direction changes.

THE RESEARCH

Link-adjusted von Mises distribution

The link-adjusted von Mises (LAvM) distribution transforms a centred von Mises variable through a link adjustment. Its linear-scale parameter η changes both the location and shape of the circular density, while κ controls concentration in the underlying von Mises distribution. This provides a distributional basis for regression with a circular response; the accompanying tutorial develops its implementation in Stan.

EXPLORE THE DISTRIBUTIONS

Move the sliders to see how the parameters change each density. In the circular view, zero density lies on the model circle and positive density extends outward. The curve below unwraps the same circle from −π to π.

CIRCULAR LOCATION

von Mises

Adjust von Mises parameters

Changing μ rotates the density; changing κ adjusts its concentration.

CIRCULAR VIEWOuter ring: 0.817 / rad
von Mises circular density Density is zero on the model circle and increases outward. Zero radians is right, pi/2 top, plus or minus pi left, and minus pi/2 bottom. Kappa 2; mu 0 radians. Outer ring: 0.817 per radian. MODEL CIRCLE0 density at the rim π/20−π/2−π(π)
THE SAME DENSITY, UNWRAPPEDDensity / rad
von Mises density from minus pi to pi radians The horizontal axis is angle in radians from minus pi to pi, and the vertical axis is density per radian. The endpoints are the same direction. 0.8170−π−π/20π/2π
Distance outward from the model circle shows density, not counts. Each panel uses a smoothly changing density scale. The unwrapped endpoints −π and π are the same direction.

LINEAR-SCALE LINK ADJUSTMENT

Link-adjusted von Mises

Adjust Link-adjusted von Mises parameters

Changing η shifts and reshapes the density; η is not the mean direction.

CIRCULAR VIEWOuter ring: 1.44 / rad
Link-adjusted von Mises circular density Density is zero on the model circle and increases outward. Zero radians is right, pi/2 top, plus or minus pi left, and minus pi/2 bottom. Kappa 2; eta 1. Outer ring: 1.44 per radian. MODEL CIRCLE0 density at the rim π/20−π/2−π(π)
THE SAME DENSITY, UNWRAPPEDDensity / rad
Link-adjusted von Mises density from minus pi to pi radians The horizontal axis is angle in radians from minus pi to pi, and the vertical axis is density per radian. The endpoints are the same direction. 1.440−π−π/20π/2π
Distance outward from the model circle shows density, not counts. Each panel uses a smoothly changing density scale. The unwrapped endpoints −π and π are the same direction.

A useful comparison. Set η to 0: LAvM becomes a von Mises distribution centred at 0, when κ matches. For von Mises, κ = 0 is uniform. For LAvM, κ = 0 need not be uniform when η ≠ 0.

All angles are in radians, increasing counterclockwise from 0 on the right. These are continuous densities, not the binned counts of a rose diagram.