DHMgenSim

Simulates one realisation of a stationary Gaussian process from precomputed
spectral values \(S_j\) via the Dietrich-Newsam-Haskard algorithm.

internal

Makes univariate, multivariate, or random fields simulations precise and simple. Just select the desired time series or random fields’ properties and it will do the rest. CoSMoS is based on the framework described in Papalexiou (2018, <doi:10.1016/j.advwatres.2018.02.013>), extended for random fields in Papalexiou and Serinaldi (2020, <doi:10.1029/2019WR026331>), and further advanced in Papalexiou et al. (2021, <doi:10.1029/2020WR029466>) to allow fine-scale space-time simulation of storms (or even cyclone-mimicking fields).

Kevin Shook

CoSMoS

Complete Stochastic Modelling Solution

Simon Michael Papalexiou

Francesco Serinaldi

Filip Strnad

Yannis Markonis

DHMgenSim function

<dl><dt>Sj</dt>
<dd>numeric vector of spectral values from <code>DHMgenSj</code></dd>
<dt>rn</dt>
<dd>optional vector of standard normal random numbers of length
<code>2 * length(Sj) - 2</code>; generated internally if <code>NULL</code></dd></dl>

Arguments

Simulate one realisation using DHM circulant-embedding — DHMgenSim

<dl>

<dt>Sj</dt>
<dd>numeric vector of spectral values from <code>DHMgenSj</code></dd>


<dt>rn</dt>
<dd>optional vector of standard normal random numbers of length
<code>2 * length(Sj) - 2</code>; generated internally if <code>NULL</code></dd>

</dl>

DHMgenSim: Simulate one realisation using DHM circulant-embedding

Description

Usage

Value

Arguments