Wrapped normal distribution

f(t) = sum_k phi((t - mu + 2 pi k)/sigma)/sigma, sigma^2 = -2 log rho. Density, distribution function, quantile and draws by inversion of the morie Philox uniforms (identical in the Python arm).

Usage

WrapNorm(x = NULL, mu = 0, rho = 0.5, p = NULL, n = 0, seed = 0)

Arguments

x

Evaluation points.

mu

Parameter.

rho

Parameter.

p

Probabilities for the quantile function.

n

Number of random draws.

seed

Philox seed.

Value

list(pdf, logpdf, cdf, quantile, random).

References

Mardia, K. V. & Jupp, P. E. (2000). Directional Statistics. Wiley, Sec 3.5.7; rho = exp(-sigma^2/2).

Examples

WrapNorm(0.5)$cdf
#> [1] 0.1644585