--- /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} = vmpdf (@var{x}, @var{mu}, @var{k})
+## Evaluates the Von Mises probability density function.
+##
+## 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. By default, @var{mu} is 0 and
+## @var{k} is 1.
+## @seealso{vmrnd}
+## @end deftypefn
+
+function p = vmpdf (x, mu = 0, k = 1)
+ ## Check input
+ if (!isreal (x))
+ error ("vmpdf: first input must be real");
+ endif
+
+ if (!isreal (mu))
+ error ("vmpdf: second input must be a scalar");
+ endif
+
+ if (!isreal (k) || k <= 0)
+ error ("vmpdf: third input must be a real positive scalar");
+ endif
+
+ ## Evaluate PDF
+ Z = 2 * pi * besseli (0, k);
+ p = exp (k * cos (x-mu)) / Z;
+endfunction