STK_CONDITIONING produces conditioned sample paths
CALL: ZSIMC = stk_conditioning (LAMBDA, ZI, ZSIM, XI_IND)
produces conditioned sample paths ZSMIC from the unconditioned sample paths
ZSIM, using the matrix of kriging weights LAMBDA. Conditioning is done with
respect to a finite number NI of observations, located at the indices given
in XI_IND (vector of length NI), with corresponding noiseless observed
values ZI.
The matrix LAMBDA must be of size NI x N, where N is the number of
evaluation points for the sample paths; such a matrix is typically provided
by stk_predict().
Both ZSIM and ZSIMC have size N x NB_PATHS, where NB_PATH is the number
sample paths to be dealt with. ZI is a column of length NI.
CALL: ZSIMC = stk_conditioning (LAMBDA, ZI, ZSIM)
assumes that the oberved values ZI correspond to the first NI evaluation
points.
CALL: ZSIMC = stk_conditioning (LAMBDA, ZI, ZSIM, XI_IND, NOISE_SIM)
produces conditioned sample paths ZSMIC from the unconditioned sample paths
ZSIM, using the matrix of kriging weights LAMBDA. Conditioning is done with
respect to a finite number NI of observations, located at the indices given
in XI_IND (vector of length NI), with corresponding noisy observed values
ZI, using a NI x N matrix NOISE_SIM of simulated noise values.
NOTE: Conditioning by kriging
stk_conditioning uses the technique called "conditioning by kriging"
(see, e.g., Chiles and Delfiner, Geostatistics: Modeling Spatial
Uncertainty, Wiley, 1999)
NOTE: Output type
The output argument ZSIMC will be an stk_dataframe if either LAMBDA or ZSIM
are stk_dataframe. In case of conflicting row names (coming from
ZSIM.rownames on the one hand and LAMBDA.colnames on the other hand),
ZSIMC.rownames is {}.
EXAMPLE: stk_example_kb05
See also stk_generate_samplepaths, stk_predict