--- /dev/null
+## Copyright (C) 2009 Soren Hauberg <soren@hauberg.org>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} @var{theta} = vmrnd (@var{mu}, @var{k})
+## @deftypefnx{Function File} @var{theta} = vmrnd (@var{mu}, @var{k}, @var{sz})
+## Draw random angles from a Von Mises distribution with mean @var{mu} and
+## concentration @var{k}.
+##
+## The Von Mises distribution has probability density function
+## @example
+## f (@var{x}) = exp (@var{k} * cos (@var{x} - @var{mu})) / @var{Z} ,
+## @end example
+## where @var{Z} is a normalisation constant.
+##
+## The output, @var{theta}, is a matrix of size @var{sz} containing random angles
+## drawn from the given Von Mises distribution. By default, @var{mu} is 0
+## and @var{k} is 1.
+## @seealso{vmpdf}
+## @end deftypefn
+
+function theta = vmrnd (mu = 0, k = 1, sz = 1)
+ ## Check input
+ if (!isreal (mu))
+ error ("vmrnd: first input must be a scalar");
+ endif
+
+ if (!isreal (k) || k <= 0)
+ error ("vmrnd: second input must be a real positive scalar");
+ endif
+
+ if (isscalar (sz))
+ sz = [sz, sz];
+ elseif (!isvector (sz))
+ error ("vmrnd: third input must be a scalar or a vector");
+ endif
+
+ ## Simulate!
+ if (k < 1e-6)
+ ## k is small: sample uniformly on circle
+ theta = 2 * pi * rand (sz) - pi;
+
+ else
+ a = 1 + sqrt (1 + 4 * k.^2);
+ b = (a - sqrt (2 * a)) / (2 * k);
+ r = (1 + b^2) / (2 * b);
+
+ N = prod (sz);
+ notdone = true (N, 1);
+ while (any (notdone))
+ u (:, notdone) = rand (3, N);
+
+ z (notdone) = cos (pi * u (1, notdone));
+ f (notdone) = (1 + r * z (notdone)) ./ (r + z (notdone));
+ c (notdone) = k * (r - f (notdone));
+
+ notdone = (u (2, :) >= c .* (2 - c)) & (log (c) - log (u (2, :)) + 1 - c < 0);
+ N = sum (notdone);
+ endwhile
+
+ theta = mu + sign (u (3, :) - 0.5) .* acos (f);
+ theta = reshape (theta, sz);
+ endif
+endfunction