hermir

HERMIR is a collection of MATLAB routines for synthesis of multivariate stationary Gaussian and non-Gaussian series.

HERMIR-FIELDS is a collection of MATLAB routines for synthesis of Gaussian stationary random fields.

Downloads

If you intend to use the software solely for non-commercial research purposes and if you belong to a not-for-profit organization, you are welcome to download the source code. For installation guidelines, or simply because of curiosity of what can be done with HERMIR and HERMIR-FIELDS, please read the user’s guides. For questions and feedback, please email pipiras@email.unc.edu.

HERMIR:
Download the code (including User’s Guide)
Download the User’s Guide (pdf)

HERMIR-FIELDS:
Download the code (including User’s Guide)
Download the User’s Guide (pdf)

Contributors to HERMIR and HERMIR-FIELDS are Hannes Helgason, Vladas Pipiras, and Patrice Abry.

Papers

HERMIR: Synthesis of Stationary Multivariate Gaussian Series: “Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding” by Hannes Helgason, Vladas Pipiras, and Patrice Abry. Signal Processing, Vol. 91, Issue 5, pages 1123-1133, 2011. Download preprint (pdf)

HERMIR: Synthesis of Multivariate Stationary non-Gaussian Series: “Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding” by Hannes Helgason, Vladas Pipiras, and Patrice Abry. Signal Processing, Vol. 91, Issue 8, pages 1741-1758, 2011. Download preprint (pdf)

HERMIR-FIELDS: Synthesis of Gaussian stationary random fields: “Smoothing windows for the synthesis of Gaussian stationary random fields using circulant matrix embedding” by Hannes Helgason, Vladas Pipiras, and Patrice Abry. Journal of Computational and Graphical Statistics, Vol. 23, pages 616–635, 2014. Download preprint (pdf)