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Authors: Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix
Title: [download]
(4385)
On Fractional Gaussian Random Fields Simulations
Reference: Vol. 23, Issue 1, Nov 2007
Submitted 2007-04-06, Accepted 2007-11-15
Type: Article
Abstract:

To simulate Gaussian fields poses serious numerical problems: storage and computing time. The midpoint displacement method is often used for simulating the fractional Brownian fields because it is fast. We propose an effective and fast method, valid not only for fractional Brownian fields, but for any Gaussian fields. First, our method is compared with midpoint for fractional Brownian fields. Second, the performance of our method is illustrated by simulating several Gaussian fields. The software FieldSim is an R package developed in R and C and that implements the procedures on which this paper focuses.

Paper: [download]
(4385)
On Fractional Gaussian Random Fields Simulations
(application/pdf, 2.1 MB)
Supplements: [download]
(1024)
v23i01-sim.zip: ZIP archive with simulation results
(application/zip, 120.5 KB)
[download]
(1077)
v23i01.R: R example code from the paper
(application/zip, 3 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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