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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
On Fractional Gaussian Random Fields Simulations | Brouste | Journal of Statistical Software
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:: 5421. Submitted: 2007-04-06. Published: 2007-11-21.
Paper: On Fractional Gaussian Random Fields Simulations     Download PDF (Downloads: 5647)
Supplements:
v23i01-sim.zip: ZIP archive with simulation results Download (Downloads: 1192; 120KB)
v23i01.R.zip: v23i01.R: R example code from the paper Download (Downloads: 1248; 3KB)
DOI: 10.18637/jss.v023.i01

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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.