Bingham Distribution

Simulation of random values from a Bingham distribution with any given symmetric matrix A.

Usage

rbingham(n, A, .class = c("Vec3", "Line", "Ray", "Plane"))

rbingham_eig(n, eigenvalues, .class = c("Vec3", "Line", "Ray", "Plane"))

Arguments

n

integer. number of random samples to be generated

A

symmetric matrix

.class

character.

eigenvalues

numeric, three-element vector. Eigenvalues of the diagonal symmetric matrix of the Bingham distribution.

Value

A spherical object of class .class and length n

References

Fallaize C. J. and Kypraios T. (2016). Exact bayesian inference for the Bingham distribution. Statistics and Computing, 26(1): 349–360. http://arxiv.org/pdf/1401.2894v1.pdf

See also

Other random: rfb(), rkent(), rrot(), runif.spherical(), rwatson(), vonmises-fisher

Examples

a <- cov(iris[, 1:3])
r <- rbingham(100, a, "Line")
contour(r)
points(r)


re <- rbingham_eig(100, c(100, 1, 0), "Line")
contour(re)
points(re)