def sample(self, key, sample_shape=()):
""" Generate sample from von Mises distribution
:param sample_shape: shape of samples
:param key: random number generator key
:return: samples from von Mises
"""
samples = von_mises_centered(key, self.concentration,
sample_shape + self.shape())
samples = samples + self.loc # VM(0, concentration) -> VM(loc,concentration)
samples = (samples + jnp.pi) % (2. * jnp.pi) - jnp.pi
return samples
def test_von_mises_centered(concentration):
samples = von_mises_centered(random.PRNGKey(0),
concentration,
shape=(10000, ))
cdf = scipy.stats.vonmises(kappa=concentration).cdf
assert scipy.stats.kstest(samples, cdf).pvalue > 0.01