This folder contains the files to calculate saddlepoint approximations to
the normalising constant of the Fisher-Bingham distribution on the 
product of spheres; see eqn (2) in [1] for a definition of the 
distribution.

'logNormConstSP.m' is the main file for calculating the saddlepoint 
approximation; type 'help logNormConstSP' for details.

For a demo, type 'exampleSCRIPT'.

Reference:

[1] Kume, A., Preston, S.P., Wood, A.T.A., "Saddlepoint approximations for
    the normalising constant of Fisher-Bingham distributions on products
    of spheres and Stiefel manifolds", draft manuscript, 2011