Directional Statistics and Filtering Using libDirectional

TL;DR

libDirectional is a MATLAB library that provides tools for directional statistics and estimation on various manifolds, supporting multiple distributions and recursive filtering algorithms for practical applications.

Contribution

The paper introduces libDirectional, a comprehensive MATLAB library for directional statistics and filtering on manifolds, with support for multiple distributions and an object-oriented design.

Findings

Supports a variety of distributions on the circle and higher-dimensional manifolds

Includes recursive filtering algorithms for estimation on these manifolds

Designed to be easy to use and extend

Abstract

In this paper, we present libDirectional, a MATLAB library for directional statistics and directional estimation. It supports a variety of commonly used distributions on the unit circle, such as the von Mises, wrapped normal, and wrapped Cauchy distributions. Furthermore, various distributions on higher-dimensional manifolds such as the unit hypersphere and the hypertorus are available. Based on these distributions, several recursive filtering algorithms in libDirectional allow estimation on these manifolds. The functionality is implemented in a clear, well-documented, and object-oriented structure that is both easy to use and easy to extend.