Random values simulation from a von Mises-Fisher distribution
It generates random vectors following the von Mises-Fisher distribution. The data can be spherical or hyper-spherical.
rvmf(n, mu, k)
n |
The sample size. |
mu |
The mean direction, a unit vector. |
k |
The concentration parameter. If k = 0, random values from the spherical uniform will be drwan. Values from a multivariate normal distribution with zero mean vector and the identity matrix as the covariance matrix. Then each vector becomes a unit vector. |
It uses a rejection smapling as suggested by Andrew Wood (1994).
A matrix with the simulated data.
Michail Tsagris and Manos Papadakis
R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm85@gmail.com>
Wood A. T. A. (1994). Simulation of the von Mises Fisher distribution. Communications in statistics-simulation and computation, 23(1): 157–164.
Dhillon I. S. & Sra S. (2003). Modeling data using directional distributions. Technical Report TR-03-06, Department of Computer Sciences, The University of Texas at Austin. http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.75.4122&rep=rep1&type=pdf
m <- rnorm(4) m <- m/sqrt(sum(m^2)) x <- rvmf(1000, m, 25) m res<-vmf.mle(x)
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