Random.NextVonMises Method

Generate a pseudorandom number from a von Mises distribution.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual double NextVonMises(
	double c
)

Public Overridable Function NextVonMises ( 
	c As Double
) As Double

public:
virtual double NextVonMises(
	double c
)

abstract NextVonMises : 
        c : float -> float 
override NextVonMises : 
        c : float -> float

Parameters

c: Type: System.Double
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 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).

Reference

Random Class

Imsl.Stat Namespace

Other Resources

Example