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
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).

Page views:: 3651. Submitted: 2009-10-02. Published: 2010-08-05.
Paper: On Simulation of Manifold Indexed Fractional Gaussian Fields     Download PDF (Downloads: 3592)
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v36i04.R: R example code from the paper Download (Downloads: 881; 11KB)
DOI: 10.18637/jss.v036.i04

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