fracsim.1d {FracSim} | R Documentation |
The function simulates 1D fractional and multifractional motions
fracsim.1d(h, n, k, m = 1)
h |
Regularity function. One value for fractional
motions; either a function or a vector of length k for multifractional ones |
n |
Number of terms in the serie |
k |
Either the vector of discretisation points or the number of discretisation points (calculated equally spaced) |
m |
Mass term, usually set equal to 1 |
t |
k-vector of discretization points |
simul.h |
Vector of simulated regularity values |
process |
k-vector which elements are the process value at each discretization point |
Sébastien Déjean & Serge Cohen
http://www.lsp.ups-tlse.fr/FracSim
library(FracSim) # Fractional process X05 = fracsim.1d(h=0.5,k=1000,n=5000) plot(X05$t,X05$process,type="l") # Multifractional process # h is a k-vector Hsin = 0.25+0.25*sin(seq(0,1,length=1000)*(6*pi)) Xsin = fracsim.1d(h=Hsin,k=1000,n=5000) plot(Xsin$t,Xsin$process,type="l") sint=function(x){0.5+0.5*sin(6*pi*x)} # h is a function Xsin2=fracsim.1d(sint,1000,500,1) par(mfrow=c(2,1)) plot(Xsin2$t,Xsin2$simul.h,type="l") plot(Xsin2$t,Xsin2$process,type="l") par(mfrow=c(1,1))