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GHF

Gaussian homogeneous spatial field in Julia

Readme

GHF

GHF.jl contains a julia transcription of algorithm in section 2.2: "Generating Stationary Processes via Circulant embedding" of

Kroese, D.P. and Botev, Z.I. (2013).
"Spatial Process Generation."
Lectures on Stochastic Geometry, Spatial Statistics and Random Fields,
Volume II: Analysis, Modeling and Simulation of Complex Structures,
V. Schmidt (Ed.). Springer-Verlag, Berlin.
http://arxiv.org/abs/1308.0399

for generation of Gaussian homogeneous spatial field.

Installation

Pkg.clone("https://github.com/andferrari/GHF.jl.git")

Usage

To compute a Gaussian homogeneous spatial field with exponential correlation:

using PyPlot
using GHF

n = 512
m = 512
tx= collect(linspace(0, n-1, n))
ty= collect(linspace(0, m-1, m))

corl = n/5.0
rho(x,y) = exp(-norm([x, y])/corl)

field = genghf(tx, ty, rho)

img = imshow(field)
colorbar(img)

First Commit

04/02/2015

Last Touched

about 2 years ago

Commits

12 commits