Angular Gaussian random values simulation
Angular Gaussian random values simulation.
riag(n, mu)
n |
The sample size, a numerical value. |
mu |
The mean vector in R^d. |
The algorithm uses univariate normal random values and with some mean. The vectors are then scaled to have unit length.
A matrix with the simulated data.
Michail Tsagris
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
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.
x <- riag(20, rnorm(4, 3, 1))
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