simulate.rSPDEobj1d: Simulation of a Matern field using a rational SPDE...

In rSPDE: Rational Approximations of Fractional Stochastic Partial Differential Equations

Simulation of a Matern field using a rational SPDE approximation

Description

The function samples a Gaussian random field based on a pre-computed rational SPDE approximation.

Usage

## S3 method for class 'rSPDEobj1d'
simulate(object, nsim = 1, seed = NULL, ...)

Arguments

object	The rational SPDE approximation, computed using matern.rational().
nsim	The number of simulations.
seed	an object specifying if and how the random number generator should be initialized (‘seeded’).
...	Currently not used.

Value

A matrix with the n samples as columns.

See Also

matern.rational()

Examples

# Sample a Gaussian Matern process on R using a rational approximation
range <- 0.2
sigma <- 1
nu <- 0.8

# compute rational approximation
x <- seq(from = 0, to = 1, length.out = 100)
op <- matern.rational(
  range = range, sigma = sigma,
  nu = nu, loc = x
)

# Sample the model and plot the result
Y <- simulate(op)
plot(x, Y, type = "l", ylab = "u(x)", xlab = "x")

rSPDE documentation built on Jan. 26, 2026, 9:06 a.m.