Random.NextVonMises Method

Generate a pseudorandom number from a von Mises distribution.

public virtual double NextVonMises(
double c
);

Parameters

c: A double which specifies the parameter of the von Mises distribution, $p \gt 7.4e-9$ .

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

$f\left( x \right) = \frac{1}{{2\pi I_0 \left( c \right)}}\exp \left[ {c\,\cos \left( x \right)} \right]\,for\, - \pi \lt x \lt \pi$

where is the modified Bessel function of the first kind of order 0. The probability density equals 0 outside the interval $(-\pi, \pi)$ .

The algorithm is an acceptance/rejection method using a wrapped Cauchy distribution as the majorizing distribution. It is due to Best and Fisher (1979).

Random.NextVonMises Method

Parameters

Return Value

Remarks

See Also