Random Generation from the Wrapped Normal Distribution

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Description

Generates pseudo-random numbers from a wrapped normal distribution.

Usage

1
rwrpnorm(n, mu, rho, sd=1)

Arguments

n

number of random variables to generate.

mu

mean direction in radians of the wrapped normal distribution.

rho

concentration parameter. rho must be between 0 and 1.

sd

different way of select rho, see details below.

Details

n random variables are generated from a normal distribution with mean direction mu, and variance -2*log(rho). The function returns these values modulo 2*pi. You can set rho by using sd with the following equivalence:

ρ = \exp{- σ^2/2}

Value

Returns a vector of n independent random variables generated from a wrapped normal distribution.

References

Jammalamadaka, S. Rao and SenGupta, A. (2001). Topics in Circular Statistics, Section 2.2.5, World Scientific Press, Singapore.

See Also

dwrpnorm

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