https://github.com/cran/fields
Tip revision: fd0fd2f186c7b6b0721880f6a0061ec076e1be79 authored by Douglas Nychka on 28 February 2015, 06:50:20 UTC
version 8.2-1
version 8.2-1
Tip revision: fd0fd2f
sim.rf.Rd
% fields, Tools for spatial data
% Copyright 2004-2013, Institute for Mathematics Applied Geosciences
% University Corporation for Atmospheric Research
% Licensed under the GPL -- www.gpl.org/licenses/gpl.html
\name{sim.rf}
\alias{sim.rf}
\title{
Simulates a Stationary Gaussian random field
}
\description{
Simulates a stationary Gaussian random field on a regular grid.
}
\usage{
sim.rf(obj)
}
\arguments{
\item{obj}{
A covariance object that includes information about the covariance function
and the grid for evaluation. Usually this is created by a setup call to
Exp.image.cov. (See details below.)
}
\item{\dots}{
Additional arguments passed to a particular method.}
}
\value{
A matrix with the random field values
}
\details{
This function takes an object that includes some preliminary calculations
and so is more efficient for simulating more than one field from the same
covariance. However, the algorithm using a 2-d FFT may not always work if
the correlation scale is large.
The simple fix is to increase the size of the domain so that the correlation
scale becomes smaller relative to the extent of the domain. Increasing the size can be computationally expensive however and so this method has some limitations.
For a stationary model the covariance object has the components:
names( obj)
"m" "n" "grid" "N" "M" "wght",
where m and n are the number of grid points in x and y, grid is a list with
components x and y giving the grid points in each coordinate.
N and M is the size of the larger grid
that is used for simulation. Usually M = 2*m and N =2*n and results in an
exact simulation of the stationary Gaussian field. wght is a matrix from the FFT of the covariance
function. The easiest way to create this object is to use for example
Exp.image.cov with setup=T ( see below).
The classic reference for this algorithm is
Wood, A.T.A. and Chan, G. (1994).
Simulation of Stationary Gaussian Processes in [0,1]^d . Journal of
Computational and Graphical Statistics, 3, 409-432.
}
\seealso{
Exp.image.cov, matern.image.cov
}
\examples{
#Simulate a Gaussian random field with an exponential covariance function,
#range parameter = 2.0 and the domain is [0,5]X [0,5] evaluating the
#field at a 100X100 grid.
grid<- list( x= seq( 0,5,,100), y= seq(0,5,,100))
obj<-Exp.image.cov( grid=grid, theta=.5, setup=TRUE)
look<- sim.rf( obj)
# Now simulate another ...
look2<- sim.rf( obj)
# take a look
set.panel(2,1)
image.plot( grid$x, grid$y, look)
title("simulated gaussian field")
image.plot( grid$x, grid$y, look2)
title("another (independent) realization ...")
}
\keyword{spatial}
% docclass is function
% Converted by Sd2Rd version 1.21.