Conditional Fractional Gaussian Fields with the Package FieldSim

Abstract:

We propose an effective and fast method to simulate multidimensional conditional fractional Gaussian fields with the package FieldSim. Our method is valid not only for conditional simulations associated to fractional Brownian fields, but to any Gaussian field and on any (non regular) grid of points.

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Published

April 2, 2016

Received

Mar 6, 2015

DOI

10.32614/RJ-2016-003

Volume

Pages

8/1

38 - 47

CRAN packages used

FieldSim, RandomFields

CRAN Task Views implied by cited packages

Spatial, SpatioTemporal

Footnotes

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    Citation

    For attribution, please cite this work as

    Brouste, et al., "The R Journal: Conditional Fractional Gaussian Fields with the Package FieldSim", The R Journal, 2016

    BibTeX citation

    @article{RJ-2016-003,
      author = {Brouste, Alexandre and Istas, Jacques and Lambert-Lacroix, Sophie},
      title = {The R Journal: Conditional Fractional Gaussian Fields with the Package FieldSim},
      journal = {The R Journal},
      year = {2016},
      note = {https://doi.org/10.32614/RJ-2016-003},
      doi = {10.32614/RJ-2016-003},
      volume = {8},
      issue = {1},
      issn = {2073-4859},
      pages = {38-47}
    }