Statistics, Department of
The R Journal
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Date of this Version
8-2016
Document Type
Article
Citation
The R Journal (August 2016) 8(1); Editor: Michael Lawrence
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.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2016, The R Foundation. Open access material. License: CC BY 3.0 Unported