rwrpnorm: Random Generation from the Wrapped Normal Distribution

In CircStats: Circular Statistics, from "Topics in Circular Statistics" (2001)

Description

Generates pseudo-random numbers from a wrapped normal distribution.

Usage

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

CircStats documentation built on May 2, 2019, 2:24 a.m.