rndKMvm#

Purpose#

Computes von Mises pseudo-random numbers.

Format#

{ x, newstate } = rndKMvm(r, c, m, k, state)#
Parameters:

  • r (scalar) – number of rows of resulting matrix.

  • c (scalar) – number of columns of resulting matrix.

  • m (matrix, vector or scalar) – means for von Mises distribution, scalar or ExE conformable matrix with r and c.

  • k (matrix, vector or scalar) – shape argument for von Mises distribution, scalar or ExE conformable matrix with r and c.

  • state (scalar or 500x1 vector) –

    scalar case

    state = starting seed value only. If -1, GAUSS computes the starting seed based on the system clock.

    500x1 vector case

    state = the state vector returned from a previous call to one of the rndKM random number functions.

Returns:

  • x (RxC matrix) – von Mises distributed random numbers.

  • newstate (500x1 vector) – the updated state.

Remarks#

r and c will be truncated to integers if necessary.

Examples#

// Generate a 3x2 matrix of von Mises
// random numbers with mean = pi, shape = 2
// using a fixed seed for repeatable output
{ x, newstate } = rndKMvm(3, 2, 3.14, 2, 12345);
print x;

The output is a 3x2 matrix of von Mises distributed values centered near the mean of 3.14 (pi):

-1.9497965       -1.6210254
-3.0063623       -2.2778588
 2.6152190        2.6730616

Technical Notes#

rndKMvm() uses the recur-with-carry KISS+Monster algorithm described in the rndKMi() Technical Notes.

Source#

randkm.src

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