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Simulation of Fisher Bingham and Related Directional Distributions

John T. Kent

Last update: 31 October 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.1-1, 1.1-2

Description

Simulation methods for the Fisher Bingham distribution on the unit sphere, the matrix Bingham distribution on a Grassmann manifold, the matrix Fisher distribution on SO(3), and the bivariate von Mises sine model on the torus. The methods use an acceptance/rejection simulation algorithm for the Bingham distribution and are described fully by Kent, Ganeiber and Mardia (2018) <doi:10.1080/10618600.2017.1390468>. These methods supersede earlier MCMC simulation methods and are more general than earlier simulation methods. The methods can be slower in specific situations where there are existing non-MCMC simulation methods (see Section 8 of Kent, Ganeiber and Mardia (2018) <doi:10.1080/10618600.2017.1390468> for further details).

Cites work

• A New Unified Approach for the Simulation of a Wide Class of Directional Distributions

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