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 0.1.0 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")
library(rvMF)

If error occurs during the installation, it may be related to the package scModels that our package depends on. Try installing scModels prior to the installation of rvMF by install.packages("scModels"). Also, check this page.

• Seungwoo Kang and Hee-Seok Oh. (2024) Novel Sampling Method for the von Mises--Fisher Distribution. Statistics and Computing 34(3), 106.