Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix
Title: On Fractional Gaussian Random Fields Simulations
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.

Page views:: 5962. Submitted: 2007-04-06. Published: 2007-11-21.
Paper: On Fractional Gaussian Random Fields Simulations     Download PDF (Downloads: 6585)
Supplements: ZIP archive with simulation results Download (Downloads: 1253; 120KB) v23i01.R: R example code from the paper Download (Downloads: 1307; 3KB)

DOI: 10.18637/jss.v023.i01

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) or a GPL-compatible license.