fracsim.2d {FracSim}R Documentation

Simulation of 2D fractional and multifractional Lévy motions

Description

The function simulates 2D fractional and multifractional motions

Usage

fracsim.2d(h, n, kx, ky = kx, m = 1)

Arguments

h Regularity function. One value for fractional motions; either a function or a kx*ky-matrix for multifractional ones
n Number of terms in the serie
kx Either the vector of row discretisation points or the number of points (calculated equally spaced)
ky Either the vector of column discretisation points or the number of points (calculated equally spaced)
m Mass term, usually set equal to 1

Value

X kx-vector of row discretization points
Y ky-vector of column discretization points
simul.h Matrix of imulated regularity values
process kx*ky-matrix which elements are the process value at each discretization point

Author(s)

Sébastien Déjean & Serge Cohen

References

http://www.lsp.ups-tlse.fr/FracSim

See Also

fracsim.1d

Examples

library(FracSim)
X05.2d = fracsim.2d(h=0.5,kx=100,n=10000)
persp(X05.2d$process)

[Package FracSim version 0.3 Index]