simul: Conditional simulation for CRNGP

In hetGP: Heteroskedastic Gaussian Process Modeling and Design under Replication

Conditional simulation for CRNGP

Description

Conditional simulation for CRNGP

Usage

simul(object, Xgrid, ids, nsim, eps, seqseeds, check)

Arguments

object	CRNGP model
Xgrid	matrix of (x, seed) locations where the simulation is performed. Where all design locations are matched with all seed values. In particular, it is assumed that each unique x values is matched with all seeds before going to the next x value. The last column MUST correspond to seeds values. Xgrid must also contain the evaluated designs (e.g., in model$X0)
ids	vector of indices corresponding to observed values in Xgrid
nsim	number of simulations to return
eps	jitter used in the Cholesky decomposition of the covariance matrix for numerical stability
seqseeds	is the seed sequence repeated (e.g., 1 2 3 1 2 3), else it is assumed to be ordered (e.g., 1 1 2 2 3 3)
check	if TRUE, check that Xgrid has the proper structure (slower)

Value

Conditional simulation matrix.

hetGP documentation built on Oct. 3, 2023, 1:07 a.m.