DirectGaussSim(var₁=>param₁, var₂=>param₂, ...)

Direct Gaussian simulation (a.k.a. LU simulation).

Parameters

• variogram - theoretical variogram (default to GaussianVariogram())
• mean - mean of (unconditional simulation) (default to 0)

Joint parameters

• correlation - correlation coefficient between two covariates (default to 0).

Examples

Simulate two variables var₁ and var₂ independently:

julia> DirectGaussSim(:var₁ => (variogram=SphericalVariogram(),mean=10.),
                      :var₂ => (variogram=GaussianVariogram(),))

Simulate two correlated variables var₁ and var₂ with correlation 0.7:

julia> DirectGaussSim(:var₁ => (variogram=SphericalVariogram(),mean=10.),
                      :var₂ => (variogram=GaussianVariogram(),),
                      (:var₁,:var₂) => (correlation=0.7,))

References

Alabert 1987. The practice of fast conditional simulations through the LU decomposition of the covariance matrix.

Oliver 2003. Gaussian cosimulation: modeling of the cross-covariance.

DirectGaussSim(var₁=>param₁, var₂=>param₂, ...)

Direct Gaussian simulation (a.k.a. LU simulation).

Parameters

• variogram - theoretical variogram (default to GaussianVariogram())
• mean - mean of (unconditional simulation) (default to 0)

Joint parameters

• correlation - correlation coefficient between two covariates (default to 0).

Examples

Simulate two variables var₁ and var₂ independently:

julia> DirectGaussSim(:var₁ => (variogram=SphericalVariogram(),mean=10.),
                      :var₂ => (variogram=GaussianVariogram(),))

Simulate two correlated variables var₁ and var₂ with correlation 0.7:

julia> DirectGaussSim(:var₁ => (variogram=SphericalVariogram(),mean=10.),
                      :var₂ => (variogram=GaussianVariogram(),),
                      (:var₁,:var₂) => (correlation=0.7,))

References

Alabert 1987. The practice of fast conditional simulations through the LU decomposition of the covariance matrix.

Oliver 2003. Gaussian cosimulation: modeling of the cross-covariance.

DirectGaussSim(var₁=>param₁, var₂=>param₂, ...)

Direct Gaussian simulation (a.k.a. LU simulation).

Parameters

• variogram - theoretical variogram (default to GaussianVariogram())
• mean - mean of (unconditional simulation) (default to 0)

Joint parameters

• correlation - correlation coefficient between two covariates (default to 0).

Examples

Simulate two variables var₁ and var₂ independently:

julia> DirectGaussSim(:var₁ => (variogram=SphericalVariogram(),mean=10.),
                      :var₂ => (variogram=GaussianVariogram(),))

Simulate two correlated variables var₁ and var₂ with correlation 0.7:

julia> DirectGaussSim(:var₁ => (variogram=SphericalVariogram(),mean=10.),
                      :var₂ => (variogram=GaussianVariogram(),),
                      (:var₁,:var₂) => (correlation=0.7,))

References

Alabert 1987. The practice of fast conditional simulations through the LU decomposition of the covariance matrix.

Oliver 2003. Gaussian cosimulation: modeling of the cross-covariance.