Generalized von Mises distribution sampler using von Neumann’s rejection sampling algorithm.

Algorithm: Some computational aspects of the generalized von Mises distribution

100000 samples generated for every value of parameters.

The red line is the generalized von Mises density function.

mu_1 = 4.5, mu_2 = 1, kappa_1 = 0.8, kappa_2 = 2

mu_1 = 2, mu_2 = 1, kappa_1 = 3, kappa_2 = 0

mu_1 = 2, mu_2 = 1, kappa_1 = 0 kappa_2 =3

mu_1 = 2, mu_2 = 1, kappa_1 = 0 kappa_2 =0