Simulation of geometrically generalized von Mises distributions

Big classes of directional distribution laws generalizing the von Mises distribution are provided in [4] following a general geometric offset approach in [20]. Once a distribution law is estimated for modeling a given data set, one of the next steps of statistical analysis is simulating from such distribution. The von Mises distribution was simulated in [1] using an acceptance-rejection simulation scheme. Several types of envelopes needed for such approach to simulate generalized von Mises distributions are exploited in [6] and [17]. Adapting such technique, here we provide an algorithm for simulating certain polyhedrally contoured generalizations of the von Mises distribution. This particular class of geometrically generalized von Mises distributions will be derived from the class of polyhedral star-shaped distributions which for its part was introduced in [22].

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