Simulation of a Matern field using a rational SPDE approximation — simulate.rSPDEobj1d • rSPDE

The function samples a Gaussian random field based on a pre-computed rational SPDE approximation.

Usage

# S3 method for class 'rSPDEobj1d'
simulate(object, nsim = 1, seed = NULL, ...)

Arguments

object: The rational SPDE approximation, computed using matern.rational().
nsim: The number of simulations.
seed: an object specifying if and how the random number generator should be initialized (‘seeded’).
...: Currently not used.

Value

A matrix with the n samples as columns.

See also

matern.rational()

Examples

# Sample a Gaussian Matern process on R using a rational approximation
range <- 0.2
sigma <- 1
nu <- 0.8

# compute rational approximation
x <- seq(from = 0, to = 1, length.out = 100)
op <- matern.rational(
  range = range, sigma = sigma,
  nu = nu, loc = x
)

# Sample the model and plot the result
Y <- simulate(op)
plot(x, Y, type = "l", ylab = "u(x)", xlab = "x")