Helper Function for Sampling a Bingham-distributed Vector

Share:

Description

C interface to perform a Gibbs update of y with invariant distribution proportional to exp( sum(l*y^2) with respect to the uniform measure on the sphere.

Usage

1
ry_bing(y, l)

Arguments

y

a normal vector.

l

a vector.

Value

a normal vector.

Author(s)

Peter Hoff

References

Hoff(2009)

Examples

1
2
3
4
5
## The function is currently defined as
function (y, l) 
{
    .C("ry_bing", y = as.double(y), l = as.double(l), n = as.integer(length(y)))$y
  }