Conditional fractional Gaussian fields with the package FieldSim

Alexandre Brouste (1, 2) , Jacques Istas (3) , Sophie Lambert-Lacroix (4)

1 LMM - Laboratoire Manceau de Mathématiques
2 IRA - Institut du Risque et de l'Assurance, Le Mans
3 IPS - Inférence Processus Stochastiques
4 TIMC-IMAG-BCM - Biologie Computationnelle et Mathématique

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.

Domaines: Sciences du Vivant [q-bio]

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⟩