Simulation of random values from a Bingham distribution {Rfast}

Simulating from a Bingham distribution

Description

Simulation from a Bingham distribution using the code suggested by Kent et al. (2013).

Usage

rbing(n, lam)

Arguments

n

Sample size.

lam

Eigenvalues of the diagonal symmetric matrix of the Bingham distribution. See details for more information on this.

Details

The user must have calculated the eigenvalues of the diagonal symmetric matrix of the Bingham distribution. The function accepts the q-1 eigenvalues only. This means, that the user must have subtracted the lowest eigenvalue from the rest and give the non zero ones. The function uses rejection sampling.

Value

A matrix with the simulated data.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <[e-mail]> and Manos Papadakis <[e-mail]>

References

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

C.J. Fallaize and T. Kypraios (2014). Exact Bayesian Inference for the Bingham Distribution. Statistics and Computing (No volum assigned yet). http://arxiv.org/pdf/1401.2894v1.pdf

See Also

rvmf

Examples

x <- rbing( 100, c(1, 0.6, 0.1) )
x