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Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
On Simulation of Manifold Indexed Fractional Gaussian Fields | Brouste | Journal of Statistical Software
Authors: Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix
Title: On Simulation of Manifold Indexed Fractional Gaussian Fields
Abstract: To simulate fractional Brownian motion indexed by a manifold poses serious numerical problems: storage, computing time and choice of an appropriate grid. We propose an effective and fast method, valid not only for fractional Brownian fields indexed by a manifold, but for any Gaussian fields indexed by a manifold. The performance of our method is illustrated with different manifolds (sphere, hyperboloid).

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Paper: On Simulation of Manifold Indexed Fractional Gaussian Fields     Download PDF (Downloads: 3181)
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FieldSim_3.1.3.tar.gz: R source package Download (Downloads: 658; 10KB)
v36i04.R: R example code from the paper Download (Downloads: 789; 11KB)
DOI: 10.18637/jss.v036.i04

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