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.

Technical Notes

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

Source

randkm.src