FieldSim (version 3.2.1)

process-class: process class

Description

The process class is a class of the FieldSim package.

Slots

name:

is the name of the manifold (a character string).

values:

the values of the simulated (or given) sample path of the process ().

parameter:

is the origin fixed on the manifold (a matrix)

manifold:

is the distance set on the manifold (a function).

covf:

is the mesh (a matrix).

Details

Several names for slot name are reserved for classical fractional Gaussian processes: "fBm" for fractional Brownian motion, "mBm" for multifractional Brownian motion, "2pfBm" for the standard bi-fractional Brownian motion, "stdfBm" for the space-time deformed fractional Brownian motion, "afBf" for anisotropic fractional Brownian field, "fBs" for fractional Brownian sheet and "bridge" for all kind of bridges.

The slot manifold contains an object of class manifold (see manifold-class).

The slot parameter that contains all the parameter associated to the covariance function of the process. Here are the classical parameter associated to classical processes. For instance, "fbm" has parameter numeric, "mbm" has parameter function, "2pfbm" has parameter list(H=numeric, K=numeric), "stdfbm" has parameter list(H=numeric, sigma=function, tau=function), "afBf" has parameter list(H=numeric, theta1=numeric, theta2=numeric), "fBs" has parameter vector and "bridge" has list(Gamma=matrix, R=function, Tp=..., par=list(...)).

See Also

setProcess,manifold-class.