random_von_mises
Generates pseudorandom numbers from a von Mises distribution.
Synopsis
#include <imsls.h>
float *imsls_f_random_von_mises(int n_random, float c, …, 0)
The type double function is imsls_d_random_von_mises.
Required Arguments
int n_random (Input)
Number of random numbers to generate.
float c (Input)
Parameter of the von Mises distribution. This parameter must be greater than one-half of machine epsilon (On many machines, the lower bound for c is 10−3).
Return Value
An array of length n_random containing the random deviates of a von Mises distribution.
Synopsis with Optional Arguments
#include <imsls.h>
float *imsls_f_random_von_mises (int n_random, float c,
IMSLS_RETURN_USER, float r[],
0)
Optional Arguments
IMSLS_RETURN_USER, float r[] (Output)
User-supplied array of length n_random containing the random von Mises deviates.
Description
Function imsls_f_random_von_mises generates pseudorandom numbers from a von Mises distribution with parameter c, which must be positive. With c = c, the probability density function is
for −π < x < π, where I0 (c) is the modified Bessel function of the first kind of order 0. The probability density is equal to 0 outside the interval (−π, π).
The algorithm is an acceptance/rejection method using a wrapped Cauchy distribution as the majorizing distribution. It is due to Nest and Fisher (1979).
Example
In this example, imsls_f_random_von_mises is used to generate five pseudorandom von Mises variates with c = 1.
#include <imsls.h>
int main()
{
int n_random = 5;
float c = 1.0;
float *r;
imsls_random_seed_set(123457);
r = imsls_f_random_von_mises(n_random, c,
0);
imsls_f_write_matrix("Von Mises random deviates:", 1, n_random, r,
IMSLS_NO_COL_LABELS,
0);
}
Output
Von Mises random deviates:
0.247 -2.433 -1.022 -2.172 -0.503
