CircStats: rmixedvm – R documentation

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rmixedvm

Random Generation from the Mixed von Mises Distribution

Description

Generates pseudo-random numbers from a mixture of two von Mises distributions.

Usage

rmixedvm(n, mu1, mu2, kappa1, kappa2, p)

Arguments

`n`	number of random variables to generate.
`mu1`	mean direction in radians of one of the two von Mises distributions.
`mu2`	mean direction in radians of the other von Mises distribution.
`kappa1`	concentration parameter of one of the two von Mises distributions.
`kappa2`	concentration parameter of the other von Mises distribution.
`p`	mixing proportion.

Details

Simulates random variables with the density function p*VM(mu1, kappa1) + (1-p)*VM(mu2, kappa2), where VM is the von Mises density function.

A uniform random variable on (0,1) is generated. If it is less than p, then a variable is generated from VM(mu1, kappa1), else a variable is generated from VM(mu2, kappa2). Simulation from the von Mises distribution is done via the algorithm due to Best and Fisher (1979).

Value

Returns a vector of n independent random variables generated from a mixture of two von Mises distributions.

References

Best, D. and Fisher, N. (1979). Efficient simulation of the von Mises distribution. Applied Statistics, 24, 152-157.