文章基本信息

标题：On Fractional Gaussian Random Fields Simulations
本地全文：下载
作者：Alexandre Brouste ; Jacques Istas ; Sophie Lambert-Lacroix 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2007
卷号：23
期号：1
页码：1-23
语种：English
出版社：University of California, Los Angeles
摘要：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.