UnivRNG (version 1.2.3)

draw.von.mises: Generates variates from Von Mises distribution

Description

This function implements pseudo-random number generation for a Von Mises distribution with pdf

$$f(x|K)=\frac{1}{2\pi I_{0}(K)}e^{Kcos(x)}$$

for \(-\pi \leq x \leq \pi\) and \(K > 0\) where \(I_{0}(K)\) is a modified Bessel function of the first kind of order 0.

Usage

draw.von.mises(nrep,K)

Arguments

nrep

Number of data points to generate.

K

Parameter of the desired von Mises distribution.

Value

A list of length three containing generated data, the theoretical mean, and the empirical mean with names y, theo.mean, and emp.mean, respectively.

References

Best, D. J., & Fisher, N. I. (1979). Efficient simulation of the von mises distribution. Applied Statistics, 28, 152-157.

Examples

# NOT RUN {
draw.von.mises(nrep=100000,K=10)

draw.von.mises(nrep=100000,K=0.5)
# }