libfbm
0.3
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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libfbm | |
GaussianGenerator | Normally distributed random number generator interface |
SFMTGaussianGenerator | SIMD-oriented Fast Mersenne Twister (SFMT) and Ziggurat sampling based gaussian random generator |
Seeder | Seed generator for random number generators |
zvec | Integer vector |
SGPContext | Abstract stationary Gaussian process context |
FGNContext | Fractional gaussian noise context |
FWSContext | Fractional wiener surface context |
AbstractField | Base class for Field and PLFPSField |
Field | Gaussian process field |
SGPTester | Class for testing the covariance of generated fields |
FBMSteinContext | Stein's fractional Brownian motion context |
PowerLawContext | Power law covariance context |
PLFPSField | Power-law power spectrum field |