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updated 1 year ago

Wavelet Scale Spectra by Charles Rino

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

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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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