Generate a pseudorandom number from a von Mises distribution.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double NextVonMises( double c ) |
Visual Basic (Declaration) |
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Public Overridable Function NextVonMises ( _ c As Double _ ) As Double |
Visual C++ |
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public: virtual double NextVonMises( double c ) |
Parameters
- c
- Type: System..::.Double
A double which specifies the parameter of the von Mises distribution, .
Return Value
A double which specifies a pseudorandom number from a von Mises distribution.Remarks
Method NextVonMises generates pseudorandom numbers from a von Mises distribution with parameter c, which must be positive. With c = C, the probability density function is
where is the modified Bessel function of the first kind of order 0. The probability density equals 0 outside the interval .
The algorithm is an acceptance/rejection method using a wrapped Cauchy distribution as the majorizing distribution. It is due to Best and Fisher (1979).