TOMS571
The Von Mises and Fisher Directional Distributions
TOMS571
is a FORTRAN77 library which
implements ACM TOMS algorithm 571, containing routines
to determine the concentration parameter from the average modulus
of a set of sample vectors, and vice versa, for both the
von Mises (circular) and Fisher (spherical) distributions of
directions.
The text of many ACM TOMS algorithms is available online
through ACM:
http://www.acm.org/pubs/calgo
or NETLIB:
http://www.netlib.org/toms/index.html.
Languages:
TOMS571 is available in
a FORTRAN77 version.
Related Data and Programs:
PROB,
a FORTRAN90 library which
contains routines to sample the von Mises and Fisher distributions.
Reference:

Geoffrey Hill,
Algorithm 571,
Statistics for von Mises's and Fisher's Distributions of Directions,
I1(x)/I0(x), I1.5(x)/I0.5(x), and Their Inverses,
ACM Transactions on Mathematical Software,
Volume 7, Number 2, June 1981, pages 233238.
Source Code:
Examples and Tests:
List of Routines:

BESRA2 returns the Bessel function ratio I1(V) / I0(V).

BESRAT returns the Bessel function ratio I1(V) / I0(V).

R4_CAPPA3 estimates KAPPA from the sample mean, for the Fisher distribution.

R4_PRECIS returns the number of matching decimal digits.

R4_SPHERR computes the expected sample mean for the Fisher distribution.

R8_CAPPA3 estimates KAPPA from the sample mean, for the Fisher distribution.

R8_PRECIS returns the number of matching decimal digits.

R8_SPHERR computes the expected sample mean for the Fisher distribution.

TIMESTAMP prints out the current YMDHMS date as a timestamp.

VKAPPA estimates KAPPA from the sample mean, for the von Mises distribution.
You can go up one level to
the FORTRAN77 source codes.
Last revised on 07 January 2007.