R: Simulation of random values from a Bingham distribution with...

Simulation of random values from a Bingham distribution with any symmetric matrix {Rfast} | R Documentation

## Simulation of random values from a Bingham distribution with any symmetric matrix

### Description

Simulation of random values from a Bingham distribution with any symmetric matrix.

### Usage

    rbingham(n, A)

### Arguments

`n` | Sample size.
`A` | A symmetric matrix.

### Details

The eigenvalues of the q x q symmetric matrix A are calculated and the smallest of them is subtracted from the rest. The q - 1 non zero eiqenvalues are then passed to `rbing`. The generated data are then right multiplied by V^T, where V is the matrix of eigenvectors of the matrix A.

### 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

    A <- cov( iris[, 1:4] )
    x <- rbingham(100, A)
    x

[Package Rfast version 2.0.0 Index]