The function may be called by the names: g05src, nag_rand_dist_vonmises or nag_rand_von_mises.
The von Mises distribution is a symmetric distribution used in the analysis of circular data. The PDF (probability density function) of this distribution on the circle with mean direction and concentration parameter , can be written as:
where is reduced modulo so that and . For very small the distribution is almost the uniform distribution, whereas for all the probability is concentrated at one point.
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
4: – doubleOutput
On exit: the pseudorandom numbers from the specified von Mises distribution.
5: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, argument had an illegal value.
On entry, .
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
On entry, state vector has been corrupted or not initialized.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
g05src is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
For a given number of random variates the generation time increases slightly with increasing .
This example prints the first five pseudorandom numbers from a von Mises distribution with , generated by a single call to g05src, after initialization by g05kfc.