N <- 30
P <- 100
L <- 3
t0 <- 0
tP <- 1
time_grid <- seq(t0, tP, length.out = P)
C1 <- exp_cov_function(time_grid, alpha = 0.1, beta = 0.2)
C2 <- exp_cov_function(time_grid, alpha = 0.2, beta = 0.5)
C3 <- exp_cov_function(time_grid, alpha = 0.3, beta = 1)
CholC1 <- chol(C1)
CholC2 <- chol(C2)
CholC3 <- chol(C3)
centerline <- sin(2 * pi * time_grid)
centerlines <- matrix(c(
centerline,
sqrt(time_grid),
10 * (time_grid - 0.5) * time_grid
), nrow = 3, byrow = TRUE)
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