Random values generation from the ESAG distribution: Random values generation from the ESAG distribution
Description
Random values generation from the ESAG distribution.
Usage
resag(n, mu, gam)
Arguments
n
A number; how many vectors you want to generate.
mu
The mean vector the ESAG distribution, a vector in \(R^3\).
gam
The two gamma parameters of the ESAG distribution.
Value
An \(n \times 3\) matrix with the simulated unit vectors.
Details
A random sample from the ESAG distribution is generated. In case the gammas are zero, the sample is drawn
from the Independent Angular Gaussian (or projected normal).
References
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.