The Perl Toolchain Summit needs more sponsors. If your company depends on Perl, please support this very important event.
 / 
Math-Random-Brownian-0.03
River stage zero No dependents
++
/ Math::Random::Brownian

NAME

Math::Random::Brownian - Perl module for generating Fractional Brownian and Gaussian Noise

SYNOPSIS

 use Math::Random::Brownian;
 my $noise = Math::Random::Brownian->new(); 

 my @Hosking_noise = $noise->Hosking(LENGTH => 30,
                                     HURST => 0.5,
                                     VARIANCE => 1.0,
                                     NOISE => 'Gaussian' );
  
 my @Circ_noise = $noise->Circulant(LENGTH => 30,
                                    HURST => 0.5,
                                    VARIANCE => 1.0,
                                    NOISE => 'Brownian' );

 my @Appr_noise = $noise->ApprCirc(LENGTH => 30,
                                   HURST => 0.5,
                                   VARIANCE => 1.0,
                                   NOISE => 'Brownian');

 my @Paxson = $noise->Paxson(LENGTH => 30,
                             HURST => 0.5,
                             VARIANCE => 1.0,
                             NOISE => 'Gaussian');

DESCRIPTION

Math::Random::Brownian is a perl module for calculating a realization of either fractional Brownian Motion, or a fractional Gaussian sequence. This is accomplished using the various methods. Currently, the C code for this module is due to Ton Dieker with slight modifications by Walter Szeliga to help the code stand alone. For more information, refer to

Dieker, T. Simulation of fractional Brownian motion, Master's Thesis, University of Twente, Dept. of Mathematical Sciences.

This may be found at http://homepages.cwi.nl/~ton/fbm/.

Hash values and their meanings are as follows:

LENGTH

The length of the realization desired. This must be an integer.

HURST

The Hurst parameter of the output sequence. If A is the slope of a 1/f process, then A = 2H-1 where H is the Hurst parameter.

VARIANCE

The variance of the output sequence.

NOISE

Is equal to either 'Gaussian' or 'Brownian' depending on whether one would like fractional Gaussian noise, or it's cumulative sum -- fractional Brownian motion.

SEE ALSO

Dieker, T. Simulation of fractional Brownian motion, Master's Thesis, University of Twente, Dept. of Mathematical Sciences.

This may be found at http://homepages.cwi.nl/~ton/fbm/.

For other software, see http://www.geology.cwu.edu/grad/walter

AUTHOR

Walter Szeliga, <walter@geology.cwu.edu> Original C code by Ton Dieker FFT code by J. Claerbout

COPYRIGHT AND LICENSE

Copyright (C) 2005 by Walter Szeliga

Original C code Copyright (C) 2002 Ton Dieker

FFT code by J. Claerbout Copyright (C) 1985

This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.8.5 or, at your option, any later version of Perl 5 you may have available.