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Simulation of Fisher Bingham and Related Directional Distributions

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Simulation methods for the Fisher Bingham distribution on the unit sphere, the matrix Bingham distribution on a Grassmann manifold, the matrix Fisher distribution on SO(3), and the bivariate von Mises sine model on the torus. The methods use an acceptance/rejection simulation algorithm for the Bingham distribution and are described fully by Kent, Ganeiber and Mardia (2018) doi:10.1080/10618600.2017.1390468. These methods supersede earlier MCMC simulation methods and are more general than earlier simulation methods. The methods can be slower in specific situations where there are existing non-MCMC simulation methods (see Section 8 of Kent, Ganeiber and Mardia (2018) doi:10.1080/10618600.2017.1390468 for further details).

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Version 1.1-2
Published 2023-10-31 340 days ago
Needs compilation? no
License GPL-2
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Maintainer

Kassel Liam Hingee

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John Kent

aut / cph

Kassel Liam Hingee

cre

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