Simulation from a Matrix Fisher distribution on SO(3): Simulation from a Matrix Fisher distribution on SO(3)
Description
It simulates random samples (rotation matrices) from a Matrix Fisher distribution with any given parameter matrix, F (3x3).
Usage
rmatrixfisher(n, F)
Value
An array with simulated rotation matrices.
Arguments
n
the sample size.
F
An arbitrary 3x3 matrix.
Author
Anamul Sajib and Chris Fallaize.
R implementation and documentation: Anamul Sajib <sajibstat@du.ac.bd> and Chris Fallaize.
Details
Firstly corresponding Bingham parameter A is determined for a given Matrix Fisher parameter F using John Kent et al.'s (2013) algorithm and then Bingham samples for parameter A are generated using rbingham code. Finally convert Bingham samples to Matrix Fisher samples according to the Kent (2013) transformation.
References
Kent J. T., Ganeiber A. M. and Mardia K. V. (2018). A new unified approach for the simulation of a wide class of directional distributions.
Journal of Computational and Graphical Statistics, 27(2): 291--301.
Kent J.T., Ganeiber A.M. and Mardia K.V. (2013).
A new method to simulate the Bingham and related distributions
in directional data analysis with applications.
http://arxiv.org/pdf/1310.8110v1.pdf