Calculating Standard Deviation of Angles?

snotyak picture snotyak · Dec 18, 2012 · Viewed 7.6k times · Source

So I'm working on an application using compass angles (in degrees). I've managed to determine the calculation of the mean of angles, by using the following (found at http://en.wikipedia.org/wiki/Directional_statistics#The_fundamental_difference_between_linear_and_circular_statistics) :

 double calcMean(ArrayList<Double> angles){
      double sin = 0;
      double cos = 0;
      for(int i = 0; i < angles.size(); i++){
           sin += Math.sin(angles.get(i) * (Math.PI/180.0));
           cos += Math.cos(angles.get(i) * (Math.PI/180.0)); 
      }
      sin /= angles.size();
      cos /= angles.size();

      double result =Math.atan2(sin,cos)*(180/Math.PI);

      if(cos > 0 && sin < 0) result += 360;
      else if(cos < 0) result += 180;

      return result;
 }

So I get my mean/average values correctly, but I can't get proper variance/stddev values. I'm fairly certain I'm calculating my variance incorrectly, but can't think of a correct way to do it.

Here's how I'm calculating variance:

 double calcVariance(ArrayList<Double> angles){

      //THIS IS WHERE I DON'T KNOW WHAT TO PUT
      ArrayList<Double> normalizedList = new ArrayList<Double>();
      for(int i = 0; i < angles.size(); i++){
           double sin = Math.sin(angles.get(i) * (Math.PI/180));
           double cos = Math.cos(angles.get(i) * (Math.PI/180));
           normalizedList.add(Math.atan2(sin,cos)*(180/Math.PI));
      }

      double mean = calcMean(angles);
      ArrayList<Double> squaredDifference = new ArrayList<Double>();
      for(int i = 0; i < normalizedList.size(); i++){
           squaredDifference.add(Math.pow(normalizedList.get(i) - mean,2));
      }

      double result = 0;
      for(int i = 0; i < squaredDifference.size(); i++){
           result+=squaredDifference.get(i);
      }

      return result/squaredDifference.size();
 }

While it's the proper way to calculate variance, I'm not what I'm supposed to use. I presume that I'm supposed to use arctangent, but the standard deviation/variance values seem off. Help?

EDIT: Example: Inputting the values 0,350,1,0,0,0,1,358,9,1 results with the average angle of 0.0014 (since the angles are so close to zero), but if you just do a non-angle average, you'll get 72...which is way off. Since I don't know how to manipulate individual values to be what they should be, the variance calculated is 25074, resulting in a standard deviation of 158 degrees, which is insane!! (It should only be a few degrees) What I think I need to do is properly normalize individual values so I can get correct variance/stddev values.

Answer

Joni picture Joni · Dec 18, 2012

By the Wikipedia page you link to the circular standard deviation is sqrt(-log R²), where R = |mean of samples|, if you consider the samples as complex numbers on the unit circle. So the calculation of standard deviation is very similar to the calculation of the mean angle:

double calcStddev(ArrayList<Double> angles){
      double sin = 0;
      double cos = 0;
      for(int i = 0; i < angles.size(); i++){
           sin += Math.sin(angles.get(i) * (Math.PI/180.0));
           cos += Math.cos(angles.get(i) * (Math.PI/180.0)); 
      }
      sin /= angles.size();
      cos /= angles.size();

      double stddev = Math.sqrt(-Math.log(sin*sin+cos*cos));

      return stddev;
 }

And if you think about it for a minute it makes sense: When you average a bunch of points close to each other on the unit circle the result is not too far off from the circle, so R will be close to 1 and the stddev near 0. If the points are distributed evenly along the circle their average will be close to 0, so R will be close to 0 and the stddev very large.