RandomFields: RPtbm – R documentation

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RPtbm

Turning Bands method

Description

The Turning Bands method is a simulation method for stationary, isotropic (univariate or multivariate) random fields in any dimension and defined on arbitrary points or arbitrary grids. It performs a multidimensional simulation by superposing lower-dimensional fields. In fact, the Turning Bands method is called with the Turning Bands model, see RMtbm.
For details see RMtbm.

Usage

RPtbm(phi, boxcox, fulldim, reduceddim, layers, lines,
      linessimufactor, linesimustep, center, points)

Arguments

`phi`	object of class `RMmodel`; specifies the covariance function to be simulated; a univariate stationary isotropic covariance model (see `RFgetModelNames(type="positive definite", domain="single variable", isotropy="isotropic", vdim=1)`) which is valid in dimension `fulldim`.
`boxcox`	the one or two parameters of the box cox transformation. If not given, the globally defined parameters are used. See `RFboxcox` for details.

`fulldim`	a positive integer. The dimension of the space of the random field to be simulated.
`reduceddim`	a positive integer; less than `fulldim`. The dimension of the auxiliary hyperplane (most frequently a line, i.e. `reduceddim=1`) used in the simulation.
`layers`	a boolean value; for space-time model. If `TRUE` then the turning layers are used whenever a time component is given. If `NA` the turning layers are used only when the traditional TBM is not applicable. If `FALSE` then turning layers may never be used. Default: `TRUE`.
`lines`	Number of lines used. Default: `60`.
`linessimufactor`	`linessimufactor` or `linesimustep` must be non-negative; if `linesimustep` is positive then `linessimufactor` is ignored. If both arguments are naught then `points` is used (and must be positive). The grid on the line is `linessimufactor`-times finer than the smallest distance. See also `linesimustep`. Default: `2.0`.
`linesimustep`	If `linesimustep` is positive the grid on the line has lag `linesimustep`. See also `linessimufactor`. Default: `0.0`.
`center`	Scalar or vector. If not `NA`, the `center` is used as the center of the turning bands for `fulldim`. Otherwise the center is determined automatically such that the line length is minimal. See also `points` and the examples below. Default: `NA`.
`points`	integer. If greater than 0, `points` gives the number of points simulated on the TBM line, hence must be greater than the minimal number of points given by the size of the simulated field and the two parameters `linessimufactor` and `linesimustep`. If `points` is not positive the number of points is determined automatically. The use of `center` and `points` is highlighted in an example below. Default: `0`.

Details

2-dimensional case
It is generally difficult to use the turning bands method (RPtbm) directly in the 2-dimensional space. Instead, 2-dimensional random fields are frequently obtained by simulating a 3-dimensional random field (using RPtbm) and taking a 2-dimensional cross-section. See also the arguments fulldim and reduceddim.
4-dimensional case
The turning layers can be used for the simulations with a (formal) time component. It works for all isotropic models, some special models such as RMnsst, and multiplicative models that separate the time component.

Value

RPtbm returns an object of class RMmodel.

Note

Both the precision and the simulation time depend heavily on linesimustep and linessimufactor. For covariance models with larger values of the scale parameter, linessimufactor=2 is too small.

Author(s)

Martin Schlather, schlather@math.uni-mannheim.de, https://www.wim.uni-mannheim.de/schlather/

References

Turning bands

Lantuejoul, C. (2002) Geostatistical Simulation: Models and Algorithms. Springer.
Matheron, G. (1973). The intrinsic random functions and their applications. Adv. Appl. Probab., 5, 439-468.
Strokorb, K., Ballani, F., and Schlather, M. (2014) Tail correlation functions of max-stable processes: Construction principles, recovery and diversity of some mixing max-stable processes with identical TCF. Extremes, Submitted.

Turning layers

Schlather, M. (2011) Construction of covariance functions and unconditional simulation of random fields. In Porcu, E., Montero, J.M. and Schlather, M., Space-Time Processes and Challenges Related to Environmental Problems. New York: Springer.

Examples

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

## isotropic example that forces the use of the turning bands method
model <- RPtbm(RMstable(s=1, alpha=1.8))
x <- seq(-3, 3, 0.1)
z <- RFsimulate(model=model, x=x, y=x)
plot(z)

## anisotropic example that forces the use of the turning bands method
model <- RPtbm(RMexp(Aniso=matrix(nc=2, rep(1,4))))
z <- RFsimulate(model=model, x=x, y=x)
plot(z)

## isotropic example that uses the turning layers method
model <- RMgneiting(orig=FALSE, scale=0.4)
x <- seq(0, 10, 0.1)
z <- RFsimulate(model, x=x, y=x, z=x, T=c(1,1,5))
plot(z, MARGIN.slices=4, MARGIN.movie=3)

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