Methods relying on square roots of the covariance matrix
object of class
the one or two parameters of the box cox transformation.
If not given, the globally defined parameters are used.
is based on the well-known method for simulating
any multivariate Gaussian distribution, using the square root of the
covariance matrix. The method is pretty slow and limited to
about 12000 points, i.e. a 20x20x20 grid in three dimensions.
This implementation can use the Cholesky decomposition and
the singular value decomposition.
It allows for arbitrary points and arbitrary grids.
RPdirect returns an object of class
Schlather, M. (1999) An introduction to positive definite functions and to unconditional simulation of random fields. Technical report ST 99-10, Dept. of Maths and Statistics, Lancaster University.
Gaussian, RP, RPsequential.
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