STK_EXAMPLE_KB09 Generation of sample paths conditioned on noisy observations A Matern Gaussian process model is used, with constant but unknown mean (ordinary kriging) and known covariance parameters. Given noisy observations from the unknown function, a batch of conditioned sample paths is drawn using the "conditioning by kriging" technique (stk_generate_samplepaths function). See also: stk_generate_samplepaths, stk_conditioning, stk_example_kb05
Package: stk