Angular Gaussian random values simulation {Rfast2}

Angular Gaussian random values simulation

Description

Angular Gaussian random values simulation.

Usage

riag(n, mu)

Arguments

n

The sample size, a numerical value.

mu

The mean vector in R^d.

Details

The algorithm uses univariate normal random values and with some mean. The vectors are then scaled to have unit length.

Value

A matrix with the simulated data.

Author(s)

Michail Tsagris.

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

References

Mardia, K. V. and Jupp, P. E. (2000). Directional statistics. Chicester: John Wiley & Sons.

Paine P.J., Preston S.P., Tsagris M and Wood A.T.A. (2018). An Elliptically Symmetric Angular Gaussian Distribution. Statistics and Computing, 28(3):689–697.

See Also

colspml.mle, circ.cor1, circ.cors1

Examples

x <- riag(20, rnorm(4, 3, 1))