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vmrand(fMu, fKappa, varargin)

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5.0 | 1 rating Rate this file 6 Downloads (last 30 days) File Size: 4.76 KB File ID: #37241 Version: 1.2

vmrand(fMu, fKappa, varargin)

by

Dylan Muir (view profile)

 

19 Jun 2012 (Updated )

Draw random numbers from the Von Mises distribution

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Description

This function uses an envelope-rejection method based on a wrapped Cauchy distribution to draw random variates from an arbitrary Von Mises distribution, first proposed in [1].
 
'fMu' and 'fKappa' are the mean and variance parameter of the Von Mises distribution over [-pi, pi). 'tVMVariates' will be a tensor containing random variates drawn from the defined distribution. If 'fMu' and 'fKappa' are non-scalar, then they must be the same size. In this case 'tVMVariates' will be the same size. If 'fMu' and 'fKappa' are scalar, then the number of variates returned can be specified as extra arguments.
 
If only single dimension 'M' is provided, then the return argument 'tfVMVariates' will be M x M.
 
This implementation is vectorised, and requires O(7.5*N) space.
 
References:
[1] D. J. Best and N. I. Fisher, 1979. "Efficient Simulation of the von Mises Distribution", Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 28, No. 2, pp. 152-157.

Required Products MATLAB
MATLAB release MATLAB 7.11 (R2010b)
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Comments and Ratings (7)
28 Apr 2016 Dylan Muir

Dylan Muir (view profile)

Dear Geoffrey and Giorgio,
I have made an attempt to fix the bug, although I struggled to reproduce it. Please download the updated version and check.
Thanks, Dylan.

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27 Apr 2016 Geoffrey Boynton

I am having the same experience as Giorgio. I can run vmrand(0,1) multiple times and most often it is fine but occasionally (~10% of times) I get the same error.

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16 Apr 2016 Dylan Muir

Dylan Muir (view profile)

Hi Giorgio, What do you mean by "from time to time"? When I run the line of code you quoted I do not receive an error.
Best, Dylan.

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16 Apr 2016 Giorgio De Nunzio

Hi, Dylan. I also have (from time to time) the problem pointed out by Mr. M.:

>> vmrand(0.5, 1)
Error using .*
Matrix dimensions must agree.

Error in vmrand (line 163)
tfVMVariates(tbDraw & tbAccept) = sign(rand(1, nNumToAccept) - 0.5) .* acos(tfF(tbDraw & tbAccept));

Thanks
Giorgio

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08 Dec 2014 Dylan Muir

Dylan Muir (view profile)

Dear Mr M.,
thanks for your feedback. I have updated the code and fixed the bug. Please let me know if you still receive the error.

Best regards,
Dylan.

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07 Dec 2014 Mr M.

Mr M. (view profile)

Sometimes I've got the following error:

Error using .*
Matrix dimensions must agree.

Error in vmrand (line 148)
tfVMVariates(tbDraw & tbAccept) = sign(rand(nNumToAccept, 1) - 0.5)
.* acos(tfF(tbDraw & tbAccept));

Comment only
07 Dec 2014 Mr M.

Mr M. (view profile)

 
Updates
08 Dec 2014 1.1

Fixed bugs, where providing non-scalar parameters would sometimes cause an error message.

28 Apr 2016 1.2

Fixed a bug when no variates were accepted

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