R: Simulating from a Bingham distribution

Simulation of random values from a Bingham distribution {Rfast} | R Documentation

## Simulating from a Bingham distribution

### Description

Simulation from a Bingham distribution using the code suggested by Kent et al. (2013).

### Usage

    rbing(n, lam)

### Arguments

`n` | Sample size.
`lam` | Eigenvalues of the diagonal symmetric matrix of the Bingham distribution. See details for more information on this.

### Details

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.

### Value

A matrix with the simulated data.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm95@gmail.com>

### 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

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

### See Also

`rvmf`

### Examples

    x <- rbing( 100, c(1, 0.6, 0.1) )
    x

[Package Rfast version 2.0.0 Index]