Simulation of random values from a spherical Kent distribution: Simulation of random values from a spherical Kent distribution
Description
Simulation of random values from a spherical Kent distribution.
Usage
rkent(n, k, m, b)
Arguments
n
The sample size.
k
The concentraion parameter \(\kappa\). It has to be greater than 0.
m
The mean direction (Fisher part).
b
The ovalness parameter, \(\beta\).
Value
A matrix with the simulated data.
Details
Random values from a Kent distribution on the sphere are generated. The function generates from a spherical Kent distribution using rfb with an arbitrary mean direction and then rotates the data to have the desired mean direction.
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
# NOT RUN {k <- 15
mu <- rnorm(3)
mu <- mu / sqrt( sum(mu^2) )
A <- diag( c(-5, 0, 5) )
x <- rfb(500, k, mu, A)
kent.mle(x)
y <- rkent(500, k, mu, A[3, 3])
kent.mle(y)
# }