rvMF {vMF}

Sample from von Mises - Fisher distribution.

Description

rvMF returns random draws from von Mises - Fisher distribution.

Usage

rvMF(size, theta)

Arguments

size

as the number of draws needed.

theta

as the distribution parameter.

Details

The parameter theta is such that dim(theta) is the sphere dimension, |theta| the intensity parameter and \frac{theta}{|theta|} the mean directional parameter.

Value

A matrix whose each row is a random draw from the distribution.

References

Wood, A. T. (1994). Simulation of the von Mises Fisher distribution. Communications in statistics-simulation and computation, 23(1), 157-164. doi:10.1080/03610919408813161.

Hornik, K., & Grun, B. (2014). movMF: An R package for fitting mixtures of von Mises-Fisher distributions. Journal of Statistical Software, 58(10), 1-31. doi:10.18637/jss.v058.i10.

Examples

# Draw 1000 vectors from vM-F with parameter 1, (1,0)
rvMF(1000,c(1,0))

# Draw 10 vectors from vM-F with parameter sqrt(14), (2,1,3)
rvMF(10,c(2,1,3))

# Draw from the vMF distribution with mean direction proportional 
# to c(1, -1) and concentration parameter 3
rvMF(10, 3 * c(1, -1) / sqrt(2))