R: Fast and Exact Simulation of Large Gaussian Lattice Systems...

GSPSJ06 {RandomFields} | R Documentation

## Fast and Exact Simulation of Large Gaussian Lattice Systems in R2

### Description

Here the code of the paper on ‘Fast and Exact Simulation of Large Gaussian Lattice Systems in R2’ is given.

### Author(s)

Martin Schlather, schlather@math.uni-mannheim.de http://ms.math.uni-mannheim.de/de/publications/software;

### References

- Gneiting, T., Sevcikova, H., Percival, D.B., Schlather, M., Jiang, Y. (2006) Fast and Exact Simulation of Large Gaussian Lattice Systems in R2: Exploring the Limits. J. Comput. Graph. Stat., 15, 483-501.

### Examples

    RFoptions(seed=0) ## *ANY* simulation will have the random seed 0; set
    ##                   RFoptions(seed=NA) to make them all random again

    ## Figure 1 (pretty time consuming)
    stabletest <- function(alpha, theta, size=512) {
      RFoptions(trials=1, tolIm = 1e-8, tolRe=0, force = FALSE,
                useprimes=TRUE, strategy=0, skipchecks=!FALSE,
                 storing=TRUE)
      model <- RMcutoff(diameter=theta, a=1, RMstable(alpha=alpha))
      RFcov(dist=0, model=model, dim=2, seed=0)
      r <- RFgetModelInfo(modelname="RMcutoff", level=3)$internalq[5] # theor R
      x <- seq(0, r, by= r / (size - 1)) * theta
      err <- try(RFsimulate(x, x, model=RPcirculant(model), n=0))
      return(if (class(err) == "try-error") NA else r)
    }

    alphas <- seq(1.52, 2.0, 0.02)
    thetas <- seq(0.05, 3.5, 0.05)

    m <- matrix(NA, nrow=length(thetas), ncol=length(alphas))
    for (it in 1:length(thetas)) {
      theta <- thetas[it]
      for (ia in 1:length(alphas)) {
      alpha <- alphas[ia]
      cat("alpha=", alpha, "theta=", theta,"\n")
      m[it, ia] <- stabletest(alpha=alpha, theta=theta)
      if (is.na(m[it, ia])) break
      }
      if (any(is.finite(m))) image(thetas, alphas, m, col=rainbow(100))
    }

[Package RandomFields version 3.1.50 Index]