STK_EXAMPLE_MISC02  How to use priors on the covariance parameters

 A Matern covariance in dimension one  is considered as an example.  A Gaussian
 prior is used for all three parameters: log-variance, log-regularity  and log-
 inverse-range.  The corresponding parameter estimates are Maximum A Posteriori
 (MAP) estimates or, more precisely, Restricted MAP (ReMAP) estimates.

 Several values for the variance of the prior  are successively considered,  to
 illustrate the effect of this prior variance on the parameter estimates.  When
 the variance is small, the MAP estimate is close to the mode of the prior.  On
 the other hand, when the variance is large,  the prior becomes "flat"  and the
 MAP estimate is close to the ReML estimate (see figure b).