Simulation from a Bingham distribution using any symmetric matrix A: Simulation from a Bingham distribution using any symmetric matrix A
Description
It simulates random values from a Bingham distribution with any given symmetric matrix.
Usage
rbingham(n, A)
Value
A matrix with the siumlated data.
Arguments
n
The sample size.
A
A symmetric matrix.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
The eigenvalues are fist calcualted and then Chris Fallaize and Theo Kypraio's code (f.rbing) is used. The resulting simulated data anre then right multiplied by the eigenvectors of the matrix A.
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 (To appear).
http://arxiv.org/pdf/1401.2894v1.pdf