R: Random values simulation from a von Mises-Fisher distribution

Simulation of random values from a von Mises-Fisher distribution {Rfast} | R Documentation

## Random values simulation from a von Mises-Fisher distribution

### Description

It generates random vectors following the von Mises-Fisher distribution. The data can be spherical or hyper-spherical.

### Usage

    rvmf(n, mu, k)

### Arguments

`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.

### Details

It uses a rejection smapling as suggested by Andrew Wood (1994).

### Value

A matrix with the simulated data.

### Author(s)

Michail Tsagris and Manos Papadakis

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Manos Papadakis <papadakm85@gmail.com>

### References

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

### See Also

`vmf.mle, rvonmises, iag.mle`

### Examples

    m <- rnorm(4)
    m <- m/sqrt(sum(m^2))
    x <- rvmf(1000, m, 25)
    m
    res<-vmf.mle(x)

[Package Rfast version 2.0.0 Index]