rW: Simulate 'W' as Described in Wood(1994)

In pdhoff/rstiefel: Random Orthonormal Matrix Generation and Optimization on the Stiefel Manifold

Description

Auxilliary variable simulation for rejection sampling of rmf.vector, as described in Wood(1994).

Usage

rW(kap, m)

Arguments

kap	a positive scalar.
m	a positive integer.

Value

a number between zero and one.

Author(s)

Peter Hoff

Examples

rW(pi,4)

## The function is currently defined as
function (kap, m) 
{
    .C("rW", kap = as.double(kap), m = as.integer(m), w = double(1))$w
  }

pdhoff/rstiefel documentation built on June 16, 2021, 5:36 p.m.