libfbm  0.1
Simulation of multi-dimensional stationary Gaussian processes and fractional Brownian motion.
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Classes
libfbm Namespace Reference

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...