RandomNextVonMises Method |
Generate a pseudorandom number from a von Mises distribution.
Namespace: Imsl.StatAssembly: 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: SystemDouble
A double which specifies the parameter of the von Mises
distribution, .
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
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).
See Also