Click or drag to resize
RandomNextVonMises Method
Generate a pseudorandom number from a von Mises distribution.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
Copy
public virtual double NextVonMises(
	double c
)

Parameters

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

Return Value

Type: Double
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 I_0(c) 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).

See Also