libfbm
0.3
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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Fractional wiener surface context. More...
#include <libfbm.hpp>
Public Member Functions | |
FWSContext (double H, const zvec &dim) | |
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FGNContext (double H, const zvec &dim) | |
double | cov (const zvec &zvec) |
Covariance function. | |
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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. |
Protected Member Functions | |
void | postProcess (Field &field, GaussianGenerator &rng) |
Postprocessor called after field generation. |
Fractional wiener surface context.
1D case it is equivalent to fractional Brownian motion, for higher-dimensional cases the result is a "fractional Wiener surface", see the paper by Qian [4]. It uses the same covariance function as fractional Gaussian noise, except at post-processing the field is integrated (summed).
Definition at line 712 of file libfbm.hpp.
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inline |
Definition at line 715 of file libfbm.hpp.
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protectedvirtual |
Postprocessor called after field generation.
This is called automatically by Field::generate().
Reimplemented from libfbm::SGPContext.