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libfbm
0.3
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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libfbm
0.3
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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Fractional gaussian noise context. More...
#include <libfbm.hpp>
Public Member Functions | |
| FGNContext (double H, const zvec &dim) | |
| double | cov (const zvec &zvec) |
| Covariance function. | |
 Public Member Functions inherited from libfbm::SGPContext | |
| SGPContext (const zvec &fieldDim, const zvec &userDim, const std::string &cacheName) | |
| Constructor. | |
| virtual | ~SGPContext () |
| const zvec & | getDim () const |
| Get the usable dimension of the generated field. | |
| const zvec & | getFieldDim () const |
| Get the physical dimension of the generated field. | |
| void | setCacheDir (const std::string &cacheDir) |
| Set the cache directory. | |
| size_t | badEigenCount () const |
| Return the number of bad eigenvalues encountered. | |
| bool | initCache (bool forceRecalc=false) |
| Initialize the cache. | |
Additional Inherited Members | |
| Protected Member Functions inherited from libfbm::SGPContext | |
| virtual void | postProcess (Field &field, GaussianGenerator &rng) |
| Postprocessor called after field generation. | |
| void | setScaleResult (double f) |
| Scale the output values by factor f. | |
Fractional gaussian noise context.
The covariance function is
![\[ \rho\!\left(\mathbf{r}\right)=\prod_{i=1}^{d}\frac{1}{2}\left[\left|r_i-1\right|^{2H}-2\left|r_i\right|^{2H}+\left|r_i+1\right|^{2H}\right], \]](form_5.png)
where 
. See [4]. For 1D cases the generated process is the increment process of fractional Brownian motion.
Definition at line 695 of file libfbm.hpp.
| libfbm::FGNContext::FGNContext | ( | double | H, |
| const zvec & | dim | ||
| ) |
|
virtual |
Covariance function.
Implements libfbm::SGPContext.
1.8.1
