RandomFields (version 1.3.27)

RandomFields: Simulation and Analysis of Random Fields

Description

The package RandomFields allows for simulating various kinds of random fields, including anisotropic processes. Furthermore, algorithms for conditional simulation and simulation of max-stable random fields are provided. Additionally, the package includes tools for analysing spatial data: Hurst parameter, fractal dimension, empirical variogram, interactive fitting of parameters, LSQ and MLE estimation of parameters. Basic kriging procedures are also provided.

Further extensions of the package are planned.

Acknowledgement

Many thanks to Martin Maechler, Paulo Ribeiro, and Tilmann Gneiting for proof-reading parts of the code and the help text for the versions 1.0 of this package. Yindeng Jiang [e-mail] implemented the circulant embedding methods cutoff and intrinsic in 2004 for the versions 1.2.

The coding of V1.0 has been financially supported by the EU TMR network ERB-FMRX-CT96-0095 on ``Computational and statistical methods for the analysis of spatial data'' in 1999, and by the German Federal Ministry of Research and Technology (BMFT) grant PT BEO 51-0339476C during 2000-03.

Details

The following random fields and related functionalities are provided by the package.

1. stationary and isotropic Gaussian random fields
   • CondSimu: conditional simulation
   • CovarianceFct: covariance functions or variogram models
   • EmpiricalVariogram: empirical variogram
   • GaussRF: simulation of Gaussian random fields; nice examples to get familiar with the simulation features of the package
   • Kriging: simple and ordinary kriging
   • fitvario: variogram/covariance function fit by least squares, maximum likelihood and cross validation techniques
   • PrintMethodList: list of implemented simulation methods
   • ShowModels: interactive, graphical choice of models
   • soil: Soil physical and chemical data; theexamplegives a simple geostatistical analysis using features of the package
2. stationary (and isotropic) max-stable random fields
   • CovarianceFct: covariance models for extremal Gaussian random fields
   • MaxStableRF: simulation of max-stable random fields
3. stationary and isotropic Poisson random fields (not implemented yet) % \itemize{ % \item \code{%\link{ % PoissonRF%} % } : simulation of Poisson random fields % }

Functions used in diverse simulation methods:

• DeleteRegister: deleting internal registers
• RFparameters: control parameters (advanced settings)

Functions of general purpose:

• eval.parameters: provides an interactive menu
• fractal.dim: estimation of the fractal dimension
• hurst: estimation of the Hurst parameter
• regression: interactive regression plot
• Locator,Readline:locatorandreadline, respectively, with storage and replay functionality
• sleep.milli: sets the process into sleeping status

References

This package is announced in and can be cited by:

Schlather, M. (2001) Simulation of stationary and isotropic random fields. R-News 1 (2), 18-20. Schlather, M. (2004) Simulation of random fields and applications. In preparation.