RandomFields {RandomFields}R Documentation

Simulation and Analysis of Random Fields

Description

The package RandomFields allows for simulating various kinds of random fields, including anisotropic processes. Furthermore, algorithms for conditional simulation and simulation of max-stable random fields are provided.

Additionally, the package includes tools for analysing spatial data: Hurst parameter, fractal dimension, empirical variogram, interactive fitting of parameters, LSQ and MLE estimation of parameters. Basic kriging procedures are also provided.

Further extensions of the package are planned.

Details

The following random fields and related functionalities are provided by the package.

  1. stationary and isotropic Gaussian random fields
  2. stationary (and isotropic) max-stable random fields
  3. stationary and isotropic Poisson random fields (not implemented yet)

Functions used in diverse simulation methods:

Functions of general purpose:

Acknowledgement

Many thanks to Martin Maechler, Paulo Ribeiro, and Tilmann Gneiting for proof-reading parts of the code and the help text for the versions 1.0 of this package. Yindeng Jiang jiangyindeng@gmail.com implemented the circulant embedding methods ‘cutoff’ and ‘intrinsic’ in 2004 for the versions 1.2.

The coding of V1.0 has been financially supported by the EU TMR network ERB-FMRX-CT96-0095 on ``Computational and statistical methods for the analysis of spatial data'' in 1999, and by the German Federal Ministry of Research and Technology (BMFT) grant PT BEO 51-0339476C during 2000-03.

Note

From version 1.3 on: Default value of RFparameters()$Storing is FALSE.

Author(s)

Martin Schlather, martin.schlather@math.uni-goettingen.de http://www.stochastik.math.uni-goettingen.de/institute;

References

This package is announced in and can be cited by:

Schlather, M. (2001) Simulation of stationary and isotropic random fields. R-News 1 (2), 18-20.

Schlather, M. (2004) Simulation of random fields and applications. In preparation.


[Package RandomFields version 1.3.41 Index]