How to generate a random field with truncated marginal distributions?

Ben Bolker · 2012-11-12T17:15:15Z

Zhenglei Gao bayer.com> writes: > I have asked the same question on stackoverflow but did not get a > satisfying answer. > I am trying to simulate a lognormal spatial random field but I need > the simulated value in a certain range. So I need some easy to use > functions to generate a truncated Gaussian field to start with. To > be specific, I need a function like GaussRF from the RandomFields > package or grf from the geoR package to generate a random field, but > I need

Ben Bolker

Mon, Nov 12, 2012 9:15 AM

Zhenglei Gao <zhenglei.gao <at> bayer.com> writes:

As I suggested on Stack Overflow, I don't think this is a simple
question: you can pick values according to a normal distribution and
then squash them into a truncated normal distribution: something like

olddata <- GaussRF(...)
library(truncnorm)
newdata <- qtruncnorm(pnorm(olddata))

  However, this may very well modify the range; I don't know.
If I were you, I would try it and see if you can live with the 
results.  If not, ask on http://stats.stackexchange.com

Thread (4 messages)

Zhenglei Gao How to generate a random field with truncated marginal distributions? Nov 12 Ben Bolker How to generate a random field with truncated marginal distributions? Nov 12 Mark Leeds How to generate a random field with truncated marginal distributions? Nov 12 Ben Bolker How to generate a random field with truncated marginal distributions? Nov 12