Simulation of random values from a spherical Kent distribution | R Documentation |
Simulation of random values from a spherical Kent distribution.
rkent(n, k, m, b)
n |
The sample size. |
k |
The concentraion parameter |
m |
The mean direction (Fisher part). |
b |
The ovalness parameter, |
Random values from a Kent distribution on the sphere are generated. The function generates from a spherical Kent distribution using rfb
with an arbitrary mean direction and then rotates the data to have the desired mean direction.
A matrix with the simulated data.
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Kent J. T., Ganeiber A. M. and Mardia K. V. (2018). A new unified approach for the simulation of a wide class of directional distributions. Journal of Computational and Graphical Statistics, 27(2): 291–301.
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
rfb, rbingham, rvmf, f.rbing
k <- 15
mu <- rnorm(3)
mu <- mu / sqrt( sum(mu^2) )
A <- diag( c(-5, 0, 5) )
x <- rfb(500, k, mu, A)
kent.mle(x)
y <- rkent(500, k, mu, A[3, 3])
kent.mle(y)
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