rfisher: The Matrix Fisher Distribution

Description Usage Arguments Details Value See Also

Description

Random generation for the matrix Fisher distribution with concentration kappa (or circular variance nu)

Usage

1
  rfisher(n, kappa = 1, nu = NULL)

Arguments

n

sample size

kappa

the concentration parameter

nu

An alternative to kappa; circular variance

Details

The matrix Fisher distribution with concentration kappa (or circular variance nu) has density

C_\mathrm{{F}}(r|κ)=\frac{1}{2π[\mathrm{I_0}(2κ)-\mathrm{I_1}(2κ)]}e^{2κ\cos(r)}[1-\cos(r)]

where \mathrm{I_p}(\cdot) denotes the Bessel function of order p defined as \mathrm{I_p}(κ)=\frac{1}{2π}\int_{-π}^{π}\cos(pr)e^{κ\cos r}dr.

Value

a sample of size n from the matrix Fisher distribution with concentration κ

See Also

dfisher,rvmises,rcayley,rhaar


heike/rotations documentation built on May 17, 2019, 3:24 p.m.