Locally Positive Definite Function Given by the Fractal Brownian Motion
RMlsfbm is a positive definite function on the
unit ball in R^d centred at the origin,
C(r) = c - r^α
with 0 <= r = || x - y || <= 1.
RMlsfbm(alpha, const, var, scale, Aniso, proj)
alpha |
numeric in (0,2); refers to the fractal dimension of the process. |
const |
the c = 2^{-α} Γ(d / 2 + α/2) Γ(1 - α/2) / Γ(d / 2) and should not be changed by the user in order to ensure positive definiteness. |
var,scale,Aniso,proj |
optional arguments; same meaning for any
|
Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/
Martini, J., Schlather, M., Simianer, H. (In preparation.)
RMbcw generalizes RMlsfbm in case that c
is given,
RMfbm,
RMmodel,
RFsimulate,
RFfit.
RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set ## RFoptions(seed=NA) to make them all random again model <- RMlsfbm(alpha=1, scale=10) x <- seq(0, 10, 0.02) plot(model, xlim=c(0,10)) plot(RFsimulate(model, x=x))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.