Fast Generation of von Mises-Fisher Distributed Pseudo-Random Vectors
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).
Visit this repo for code to reproduce the figures and tables from the paper Kang and Oh (2024).
Version 0.1.2 of this package is available on CRAN:
install.packages("rvMF")
library(rvMF)
To use the development version (currently equivalent to the CRAN version) of this package:
# devtools::install_github("seungwoo-stat/rvMF")
install.packages("rvMF", repos = c('https://seungwoo-stat.r-universe.dev', 'https://cloud.r-project.org'))
library(rvMF)