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updated 5 days ago

Fractional Brownian field or surface generator by Zdravko Botev

Zdravko Botev (view profile)

Fast simulation of fractional Brownian surface on unit disk, with Hurst parameter 'H'. (circulant matrix, fractional brownian s..., wiener sheet)

Brownian_field(H,n)

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updated 17 days ago

Circulant Embedding method for generating stationary Gaussian field by Zdravko Botev

Zdravko Botev (view profile)

Fast simulation of Gaussian random fields via the Fast Fourier Transform (random field, stationary gaussian p..., fractional brownian m...)

stationary_Gaussian_process(m,n,rho)

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updated 18 days ago

Fractional Brownian motion generator by Zdravko Botev

Zdravko Botev (view profile)

Generates fractional Brownian motion with a given Hurst parameter using the FFT. (fractional brownian m..., circulant matrix, spectral method)

fbm1d(H,n,T)

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updated 3 years ago

Wavelet Scale Spectra by Charles Rino

Charles Rino (view profile)

Compute wavelet scale spectra from segmented discrete wavelet transform (Screenshot). (nonstationary process..., fractional brownian m..., wavelets)

mat2raw.m

AIDyadDown(afine,D,F,EF)

AIDyadUp(beta,alfa,D,F,EF)

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