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Journal Articles The R Journal Year : 2016

Conditional fractional Gaussian fields with the package FieldSim

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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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Dates and versions

hal-02271831 , version 1 (27-08-2019)

Identifiers

  • HAL Id : hal-02271831 , version 1

Cite

Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix. Conditional fractional Gaussian fields with the package FieldSim. The R Journal, 2016, 8 (1), pp.38-47. ⟨hal-02271831⟩
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