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Directional (version 6.8)

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

Description

Angular central Gaussian random values simulation.

Usage

racg(n, sigma)

Value

A matrix with the simulated data.

Arguments

n

The sample size, a numerical value.

sigma

The covariance matrix in \(R^d\).

Author

Michail Tsagris.

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

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

acg.mle, rvmf, rvonmises

Examples

Run this code
s <- cov( iris[, 1:4] )
x <- racg(100, s)
Directional::acg.mle(x)  
Directional::vmf.mle(x)  
## the concentration parameter, kappa, is very low, close to zero, as expected.

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