STK_EXAMPLE_KB05  Generation of conditioned sample paths

 A Matern Gaussian process model is used, with constant but unknown mean
 (ordinary kriging) and known covariance parameters.

 Given noiseless observations from the unknown function, a batch of conditioned
 sample paths is drawn using the "conditioning by kriging" technique. In short,
 this means that unconditioned sample path are simulated first (using
 stk_generate_samplepaths), and then conditioned on the observations by kriging
 (using stk_conditioning).

 Note: in this example, for pedagogical purposes, conditioned samplepaths are
 simulated in two steps: first, unconditioned samplepaths are simulated;
 second, conditioned samplepaths are obtained using conditioning by kriging.
 In practice, these two steps can be carried out all at once using
 stk_generate_samplepath (see, e.g., stk_example_kb09).

 See also: stk_generate_samplepaths, stk_conditioning, stk_example_kb09

Package: stk