Simulation from a Bingham distribution using any symmetric matrix A {Directional}

Simulation from a Bingham distribution using any symmetric matrix A

Description

It simulates random values from a Bingham distribution with any given symmetric matrix.

Usage

rbingham(n, A)

Arguments

n

The sample size.

A

A symmetric matrix.

Details

The eigenvalues are fist calcualted and then Chris Fallaize and Theo Kypraio's code (f.rbing) is used. The resulting simulated data anre then right multiplied by the eigenvectors of the matrix A.

Value

A matrix with the siumlated data.

Author(s)

Michail Tsagris.

R implementation and documentation: Michail Tsagris [e-mail].

References

Kent J. T., Ganeiber A. M. and Mardia K. V. (2018). A new unified approach for the simulation of a wide class of directional distributions. Journal of Computational and Graphical Statistics, 27(2): 291–301.

Kent J.T., Ganeiber A.M. and Mardia K.V. (2013). A new method to simulate the Bingham and related distributions in directional data analysis with applications. http://arxiv.org/pdf/1310.8110v1.pdf

Fallaize C. J. and Kypraios T. (2016). Exact bayesian inference for the Bingham distribution. Statistics and Computing, 26(1): 349–360. http://arxiv.org/pdf/1401.2894v1.pdf

See Also

f.rbing, rfb, rvmf, rkent

Examples

A <- cov(iris[, 1:3])
x <- rbingham(100, A)