Directional: rmatrixfisher – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

rmatrixfisher

Simulation from a Matrix Fisher distribution on SO(3)

Description

It simulates random samples (rotation matrices) from a Matrix Fisher distribution with any given parameter matrix, F (3x3).

Usage

rmatrixfisher(n, F)

Arguments

`n`	the sample size.
`F`	An arbitrary 3x3 matrix.

Details

Firstly corresponding Bingham parameter A is determined for a given Matrix Fisher parameter F using John Kent (2013) algorithm and then Bingham samples for parameter A are generated using rbingham code. Finally convert Bingham samples to Matrix Fisher samples according to the Kent (2013) transformation.

Value

An array with simulated rotation matrices.

Author(s)

Anamul Sajib & Chris Fallaize

R implementation and documentation: Anamul Sajib <sajibstat@du.ac.bd> & Chris Fallaize

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

Examples

F <- matrix( c(85, 11, 41, 78, 39, 60, 43, 64, 48), ncol = 3) / 10   ### An arbitrary F matrix
a <- rmatrixfisher(10, F)

Directional

A Collection of R Functions for Directional Data Analysis

v4.9

GPL-2

Authors

Michail Tsagris, Giorgos Athineou, Anamul Sajib, Eli Amson, Micah J. Waldstein

Initial release

2021-03-26