STK_EXAMPLE_DOE03  A simple illustration of 1D Bayesian optimization

 Our goal here is to optimize (maximize) the one-dimensional function

    x |--> x * sin (x)

 over the interval [0; 4 * pi].

 A Matern 5/2 prior with known parameters is used.

 Evaluations points are chosen sequentially using the Expected Improvement (EI)
 criterion, starting from an initial design of N0 = 3 points.

Package: stk