Conditional Fractional Gaussian Fields with the Package FieldSim

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.

Alexandre Brouste , Jacques Istas , Sophie Lambert-Lacroix
2016-04-03

CRAN packages used

FieldSim, RandomFields

CRAN Task Views implied by cited packages

Spatial, SpatioTemporal

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Citation

For attribution, please cite this work as

Brouste, et al., "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 = {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}
}