quadvar: Estimate the Hurst parameter of a plane indexed fractional...

In FieldSim: Random Fields (and Bridges) Simulations

Description

The function quadvar yields the estimation of the Hurst parameter of a fractional Brownian field by the quadratic variations method in the plane case.

Usage

quadvar(process,parameter)

Arguments

process	a S4 object process;
parameter	parameter (in progress).

Details

The Hurst parameter of the fractal Brownian field is estimated by the procedure described in Istas and Lang (1997).

Value

H	a real in ]0,1[ that represents the estimate of the Hurst parameter of the fractional Brownian field.

Author(s)

Alexandre Brouste (http://perso.univ-lemans.fr/~abrouste/) and Sophie Lambert-Lacroix (http://membres-timc.imag.fr/Sophie.Lambert/).

References

J. Istas and G. Lang (1997). Quadratic variations and estimation of the local Holder index of a Gaussian process. Annales Institut Henri Poincare, 33,407-436.

See Also

fieldsim, setProcess, setValues.

Examples

# load FieldSim library
library(FieldSim)

# Simulated Fractional Brownian field on [0,1]^2
plane.fBm<-setProcess("fBm-plane",0.7)
fieldsim(plane.fBm)
quadvar(plane.fBm)

# Simulated Multifractional Brownian field on [0,1]^2
funcH<-function(xi){0.3+xi[1]*0.6}
plane.mBm<-setProcess("mBm-plane",funcH)
fieldsim(plane.mBm)
quadvar(plane.mBm,parameter=list(point=c(0.5,0.5),h=0.2))

Example output

Loading required package: rgl
Loading required package: RColorBrewer
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE 
3: .onUnload failed in unloadNamespace() for 'rgl', details:
  call: fun(...)
  error: object 'rgl_quit' not found 
[1] 1.110302
[1] 1.056718

FieldSim documentation built on May 1, 2019, 10:32 p.m.