von_mises_rng()

template<typename T_loc , typename T_conc , class RNG >

VectorBuilder< true, double, T_loc, T_conc >::type stan::math::von_mises_rng ( const T_loc &  mu, const T_conc &  kappa, RNG &  rng  )

inline

Return a von Mises random variate for the given location and concentration using the specified random number generator.

mu and kappa can each be a scalar or a vector. Any non-scalar inputs must be the same length.

The algorithm used in von_mises_rng is a modified version of the algorithm in:

Efficient Simulation of the von Mises Distribution D. J. Best and N. I. Fisher Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 28, No. 2 (1979), pp. 152-157

For kappa < 1.4e-8, this reduces to a uniform distribution.

Template Parameters

T_loc	type of location parameter
T_conc	type of scale (concentration) parameter
RNG	type of random number generator

Parameters

mu	(Sequence of) location parameter(s)
kappa	(Sequence of) non-negative scale (concentration) parameter(s)
rng	random number generator

Returns

(Sequence of) von Mises random variate(s)

Exceptions

std::domain_error	if mu is infinite or kappa is negative
std::invalid_argument	if non-scalar arguments are of different sizes

Definition at line 46 of file von_mises_rng.hpp.