rvMF

Fast Generation of von Mises-Fisher Distributed Pseudo-Random Vectors

CRAN Package

Generates pseudo-random vectors that follow an arbitrary von Mises-Fisher distribution on a sphere. This method is fast and efficient when generating a large number of pseudo-random vectors. Functions to generate random variates and compute density for the distribution of an inner product between von Mises-Fisher random vector and its mean direction are also provided. Details are in Kang and Oh (2024) doi:10.1007/s11222-024-10419-3.


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