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Software:67208



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Fast Generation of von Mises-Fisher Distributed Pseudo-Random Vectors

Hee-Seok Oh, Seungwoo Kang

Last update: 7 November 2023

Copyright license: GNU General Public License

Software version identifier: 0.0.7, 0.0.3, 0.0.8

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.





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