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f.rbing: Simulating from a Bingham distribution

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

It simualtes from a Bingham distribution using the code suggested by Kent et al. (2013).

Usage

1
f.rbing(n, lam)

Arguments

n

Sample size.

lam

Eigenvalues of the diagonal symmetric matrix of the Bingham distribution.

Details

The user must have calculated the eigenvalues of the diagonal symmetric matrix of the Bingham distribution. The function accepts the q-1 eigenvalues only. This means, that the user must have subtracted the lowest eigenvalue from the rest and give the non zero ones. The function uses rejection sampling and it was written by Chris Fallaize and Theo Kypraios (University of Nottingham) and kindly offered. Any questions on the code can be addressed to one of the two aforementioned people. It is slightly different than the one Ketn et al. (2013) suggests.

Value

A list including:

X

The simulated data.

avtry

The estimate of M in the rejection sampling. The average number of simulated values before a value is accepted.

Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris <mtsagris@yahoo.gr> and Giorgos Athineou <athineou@csd.uoc.gr>

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 (No volum assigned yet). http://arxiv.org/pdf/1401.2894v1.pdf

See Also

rfb, rvmf, rbingham, rkent, link{rsop}

Examples

1
2
x <- f.rbing( 100, c(1, 0.6, 0.1) )
x


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