Simulating from a Bingham distribution
Simulation from a Bingham distribution using the code suggested by Kent et al. (2013).
rbing(n, lam)
n |
Sample size. |
lam |
Eigenvalues of the diagonal symmetric matrix of the Bingham distribution. See details for more information on this. |
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.
A matrix with the simulated data.
Michail Tsagris
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm95@gmail.com>
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
x <- rbing( 100, c(1, 0.6, 0.1) ) x
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