R: Random Generation from the Wrapped Normal Distribution

rwrpnorm {CircStats}

R Documentation

Random Generation from the Wrapped Normal Distribution

Description

Generates pseudo-random numbers from a wrapped normal distribution.

Usage

rwrpnorm(n, mu, rho, sd=1)

Arguments

`n`	number of random variables to generate.
`mu`	mean direction in radians of the wrapped normal distribution.
`rho`	concentration parameter. rho must be between 0 and 1.
`sd`	different way of select `rho`, see details below.

Details

n random variables are generated from a normal distribution with mean direction mu, and variance -2*log(rho). The function returns these values modulo 2*pi. You can set rho by using sd with the following equivalence:

\rho = \exp{- \sigma^2/2}

Value

Returns a vector of n independent random variables generated from a wrapped normal distribution.

References

Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 2.2.5, World Scientific Press, Singapore.