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RMoesting

Variogram Model Similar to Fractal Brownian Motion


Description

RMflatpower is an intrinsically stationary isotropic variogram model. The corresponding centered semi-variogram only depends on the distance r ≥ 0 between two points and is given by

γ(r) = r^2 / ( 1 + r^2)^α

where 0 < α ≤ 1.

For related models see RMgenfbm.

Usage

RMflatpower(alpha, var, scale, Aniso, proj)

Arguments

alpha

numeric in (0,1]; refers to the fractal dimension of the process

var,scale,Aniso,proj

optional arguments; same meaning for any RMmodel. If not passed, the above variogram remains unmodified.

Details

The model is always smooth at the origin.

The parameter α only gives the tail behaviour and satisfies 0 < α ≤ 1.

The variogram is unbounded and belongs to a non-stationary process with stationary increments.

Value

RMflatpower returns an object of class RMmodel.

Author(s)

References

  • Oesting, M., Schlather, M., and Friederichs, P. (2014) Conditional Modelling of Extreme Wind Gusts by Bivariate Brown-Resnick Processes arxiv 1312.4584.

See Also

Examples

RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
##                   RFoptions(seed=NA) to make them all random again

model <- RMflatpower(alpha=0.5)
x <- seq(0, 10, 0.1)
plot(model)
plot(RFsimulate(model, x=x))

RandomFields

Simulation and Analysis of Random Fields

v3.3.10
GPL (>= 3)
Authors
Martin Schlather [aut, cre], Alexander Malinowski [aut], Marco Oesting [aut], Daphne Boecker [aut], Kirstin Strokorb [aut], Sebastian Engelke [aut], Johannes Martini [aut], Felix Ballani [aut], Olga Moreva [aut], Jonas Auel[ctr], Peter Menck [ctr], Sebastian Gross [ctr], Ulrike Ober [ctb], Paulo Ribeiro [ctb], Brian D. Ripley [ctb], Richard Singleton [ctb], Ben Pfaff [ctb], R Core Team [ctb]
Initial release

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