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DRANDVONMISES / SRANDVONMISES

Generates a vector of random variates from a Von Mises distribution with probability density function, f(X), where: f(X) = [exp(k * cos(X))] / [2 * Pi * I0(k)], where X is reduced modulo 2 * Pi, so that it lies between +/- Pi, and k is the concentration parameter VK.

(Note that SRANDVONMISES is the single precision version of DRANDVONMISES. The argument lists of both routines are identical except that any double precision arguments of DRANDVONMISES are replaced in SRANDVONMISES by single precision arguments - type REAL in FORTRAN or type float in C).

— SUBROUTINE: DRANDVONMISES (N,VK,,STATE,X,INFO)
— Input: INTEGER N

On input: number of variates required.
Constraint: N>=0.

— Input: DOUBLE PRECISION VK

On input: concentration parameter.
Constraint: VK>0.

— Input/Output: INTEGER STATE(*)

The STATE vector holds information on the state of the base generator being used and as such its minimum length varies. Prior to calling DRANDVONMISES STATE must have been initialized. See Initialization of the Base Generators for information on initialization of the STATE variable.
On input: the current state of the base generator.
On output: the updated state of the base generator.

— Output: DOUBLE PRECISION X(N)

On output: vector of variates from the specified distribution.

— Output: INTEGER INFO

On output: INFO is an error indicator. On successful exit, INFO contains 0. If INFO = -i on exit, the i-th argument had an illegal value. 

     Example:
     

     
          C      Generate 100 values from the Von Mises distribution
                 INTEGER LSTATE,N
                 PARAMETER (LSTATE=16,N=100)
                 INTEGER I,INFO,SEED(1),STATE(LSTATE)
                 DOUBLE PRECISION VK
                 DOUBLE PRECISION X(N)
          C      Set the seed
                 SEED(1) = 1234
          
          C      Read in the distributional parameters
                 READ(5,*) VK
          
          C      Initialize the STATE vector
                 CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO)
          C      Generate N variates from the Von Mises distribution
                 CALL DRANDVONMISES(N,VK,STATE,X,INFO)
          
          C      Print the results
                 WRITE(6,*) (X(I),I=1,N)