Rfast (version 1.7.3)

Angular central Gaussian random values simulation: Angular central Gaussian random values simulation

Description

Angular central Gaussian random values simulation.

Usage

racg(n, sigma)

Arguments

n

The sample size, a numerical value.

sigma

The covariance matrix in $R^d$.

Value

A matrix with the simulated data.

Details

The algorithm uses univariate normal random values and transforms them to multivariate via a spectral decomposition. The vectors are then scaled to have unit length.

References

Tyler D. E. (1987). Statistical analysis for the angular central Gaussian distribution on the sphere. Biometrika 74(3): 579-589.

See Also

rmvnorm, rmvlaplace, rmvt

Examples

s <- cov( iris[, 1:4] )
x <- racg(100, s)
## Directional::acg(x)  ## fitting is done in the Directional package