STK_SIMULATE_NOISE simulates random draws of the observation noise CALL: Z = stk_simulate_noise (MODEL, X) simulates one random draw of the observation noise in the MODEL at observation points X. The input argument X can be either a numerical matrix or a dataframe. The output Z has the same number of of rows as X. More precisely, on a factor space of dimension DIM, * X must have size NS x DIM, * Z will have size NS x 1, where NS is the number of simulation points. CALL: Z = stk_simulate_noise (MODEL, X, M) generates M random draws at once. In this case, the output argument Z has size NS x M. See also: stk_generate_samplepaths
Package: stk