For each element of x, compute the cumulative distribution function (CDF) of the von Mises distribution with location parameter mu and concentration parameter k on the interval $[-pi,pi]$. The size of p is the common size of x, mu, and k. A scalar input functions as a constant matrix of the same same size as the other inputs.

p = vmcdf (x, mu, k, "upper") computes the upper tail probability of the von Mises distribution with parameters mu and k, at the values in x.

Note: the CDF of the von Mises distribution is not analytic. Hence, it is calculated by integrating its probability density which is expressed as a series of Bessel functions. Balancing between performance and accuracy, the integration uses a step of 1e-5 on the interval $[-pi,pi]$, which results to an accuracy of about 10 significant digits.

Further information about the von Mises distribution can be found at https://en.wikipedia.org/wiki/Von_Mises_distribution

See also: vminv, vmpdf, vmrnd

Source Code: vmcdf