Simulation of random values from the ESAG distribution: Simulation of random values from the ESAG distribution
Description
Simulation of random values from the ESAG distribution.
Usage
resag(n, mu, gam)
Value
An \(n \times 3\) matrix with the simulated unit vectors.
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.
Author
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Details
A random sample from the ESAG distribution is generated. In case the \(\gamma_s\) 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.