Directional (version 6.8)

Simulation of random values from the ESAG distribution: Simulation of random values from the ESAG distribution

Description

Simulation of random values from the ESAG distribution.

Usage

resag(n, mu, gam)
rESAGd(n, mu, gam)

Value

An \(n \times d\) matrix with the simulated unit vectors.

Arguments

n

A number; how many vectors you want to generate.

mu

The mean vector the ESAG distribution.

gam

The \(\gamma\) parameters of the ESAG distribution. For the rESAGd this may be NULL in case you want to simulate from the IAG in arbitrady dimensions.

Author

Michail Tsagris and Zehao Yu.

R implementation and documentation: Michail Tsagris and Zehao Yu .

Details

A random sample from the ESAG distribution is generated. In case the \(\gamma_s\) are zero (or null for the rESAGd), the sample is drawn from the Independent Angular Gaussian (or projected normal). The resag() is designed for the sphere, whereas the rESAGd is designed for the sphere and hyper-sphere.

References

Zehao Yu and Xianzheng Huang (2024). A new parameterization for elliptically symmetric angular Gaussian distributions of arbitrary dimension. Electronic Journal of Statististics, 18(1): 301--334.

Paine P.J., Preston S.P., Tsagris M. and Wood A.T.A. (2018). An Elliptically Symmetric Angular Gaussian Distribution. Statistics and Computing, 28(3):689--697.

Mardia, K. V. and Jupp, P. E. (2000). Directional statistics. Chicester: John Wiley & Sons.

See Also

esag.mle, desag, spml.mle, acg.mle, circ.summary

Examples

m <- colMeans( as.matrix( iris[, 1:3] ) )
y <- resag(1000, m, c(1, 0.5) )
esag.mle(y)