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updated almost 2 years ago

Fractional Brownian field or surface generator by Zdravko Botev

Generates fractional Brownian field or surface with a given Hurst parameter using Stein's method. (circulant matrix, fractional brownian s..., wiener sheet)

field1=Brownian_field(H,n)

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updated almost 2 years ago

Fractional Brownian motion generator by Zdravko Botev

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

fbm1d.m

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updated almost 2 years ago

Circulant Embedding method for generating stationary Gaussian field by Zdravko Botev

Implements Dietrich and Newsam's circulant embedding method for fast generation of Gaussian fields. (random field, stationary gaussian p..., fractional brownian m...)

stationary_Gaussian_process.m

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updated almost 4 years ago

Kernel Density Estimator by Zdravko Botev

Reliable and extremely fast kernel density estimator for one-dimensional data (statistics, probability, kernel smoothing)

[bandwidth,density,xmesh,cdf]=kde(data,n,MIN,MAX)

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updated 5 years ago

kernel density estimation by Zdravko Botev

fast and accurate state-of-the-art bivariate kernel density estimator (statistics, probability, kernel density estima...)

[bandwidth,density,X,Y]=kde2d(data,n,MIN_XY,MAX_XY)

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