Conditional Fractional Gaussian Fields with the Package FieldSim
Alexandre Brouste, Jacques Istas and Sophie Lambert-Lacroix
, The R Journal (2016) 8:1, pages 38-47.
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.
Received: 2015-03-06; online 2016-04-03@article{RJ-2016-003, author = {Alexandre Brouste and Jacques Istas and Sophie Lambert- Lacroix}, title = {{Conditional Fractional Gaussian Fields with the Package FieldSim}}, year = {2016}, journal = {{The R Journal}}, doi = {10.32614/RJ-2016-003}, url = {https://doi.org/10.32614/RJ-2016-003}, pages = {38--47}, volume = {8}, number = {1} }