GaussianRandomFields

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Paper

GaussianRandomFields is a Julia package to compute and sample from Gaussian random fields.

• Support for stationary separable and non-separable isotropic and anisotropic Gaussian random fields.
• We provide most standard covariance functions such as Gaussian, Exponential and Matérn covariances. Adding a user-defined covariance function is very easy.
• Implementation of most common methods to generate Gaussian random fields: Cholesky factorization, eigenvalue decomposition, Karhunen-Loève expansion and circulant embedding.
• Easy generation of Gaussian random fields defined on a Finite Element mesh.
• Versatile plotting features for easy visualisation of Gaussian random fields using Plots.jl.

pkg> add GaussianRandomFields  # Press ']' to enter the Pkg REPL mode

pkg> test GaussianRandomFields

• See the Tutorial for an introduction on how to use this package (including fancy pictures!)
• See the API for a detailed manual

Feel free to open an issue for bug reports, feature requests, or general questions. We encourage new feature additions as pull requests, preferably in a new feature branch.

If you find this package useful in your work, feel free to cite

@article{robbe2023gaussianrandomfields,
  title={GaussianRandomFields.jl: A Julia package to generate and sample from Gaussian random fields},
  author={Robbe, Pieterjan},
  journal={Journal of Open Source Software},
  volume={8},
  number={89},
  pages={5595},
  year={2023}
}

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