libfbm
0.1
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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Classes | |
class | RandomGenerator |
Random generator interface. More... | |
class | UniformRandomGenerator |
Uniform random generator based on GSL, producing floating point numbers uniformly distributed in the range [0,1). More... | |
class | GaussianRandomGenerator |
Random generator producing standard normal random values. More... | |
class | zvec |
Integer vector. More... | |
class | SGPContext |
Abstract stationary Gaussian process context. More... | |
class | FGNContext |
Fractional gaussian noise context. More... | |
class | FWSContext |
Fractional wiener surface context. More... | |
class | Field |
Gaussian process field. More... | |
class | SGPTester |
Class for testing the covariance of generated fields. More... | |
class | FBMSteinContext |
Stein's fractional Brownian motion context. More... |