Draw samples from a von Mises distribution.
Samples are drawn from a von Mises distribution with specified mode
(mu) and dispersion (kappa), on the interval [-pi, pi].
The von Mises distribution (also known as the circular normal
distribution) is a continuous probability distribution on the unit
circle. It may be thought of as the circular analogue of the normal
mu (float or array_like of floats) – Mode (“center”) of the distribution.
kappa (float or array_like of floats) – Dispersion of the distribution, has to be >=0.
size (int or tuple of ints, optional) – Output shape. If the given shape is, e.g., (m, n, k), then
m * n * k samples are drawn. If size is None (default),
a single value is returned if mu and kappa are both scalars.
Otherwise, np.broadcast(mu, kappa).size samples are drawn.
(m, n, k)
m * n * k
chunk_size (int or tuple of int or tuple of ints, optional) – Desired chunk size on each dimension
gpu (bool, optional) – Allocate the tensor on GPU if True, False as default
dtype (data-type, optional) – Data-type of the returned tensor.
out – Drawn samples from the parameterized von Mises distribution.
Tensor or scalar
probability density function, distribution, or cumulative density function, etc.
The probability density for the von Mises distribution is
where \(\mu\) is the mode and \(\kappa\) the dispersion,
and \(I_0(\kappa)\) is the modified Bessel function of order 0.
The von Mises is named for Richard Edler von Mises, who was born in
Austria-Hungary, in what is now the Ukraine. He fled to the United
States in 1939 and became a professor at Harvard. He worked in
probability theory, aerodynamics, fluid mechanics, and philosophy of
Abramowitz, M. and Stegun, I. A. (Eds.). “Handbook of
Mathematical Functions with Formulas, Graphs, and Mathematical
Tables, 9th printing,” New York: Dover, 1972.
von Mises, R., “Mathematical Theory of Probability
and Statistics”, New York: Academic Press, 1964.
Draw samples from the distribution:
>>> import mars.tensor as mt
>>> mu, kappa = 0.0, 4.0 # mean and dispersion
>>> s = mt.random.vonmises(mu, kappa, 1000)
Display the histogram of the samples, along with
the probability density function:
>>> import matplotlib.pyplot as plt
>>> from scipy.special import i0
>>> plt.hist(s.execute(), 50, normed=True)
>>> x = mt.linspace(-mt.pi, mt.pi, num=51)
>>> y = mt.exp(kappa*mt.cos(x-mu))/(2*mt.pi*i0(kappa))
>>> plt.plot(x.execute(), y.execute(), linewidth=2, color='r')