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Re: [Kriging-help] Conditional Simulation Methods
From: |
Julien Bect |
Subject: |
Re: [Kriging-help] Conditional Simulation Methods |
Date: |
Sun, 03 May 2015 20:02:25 +0200 |
User-agent: |
Mozilla/5.0 (X11; Linux i686; rv:31.0) Gecko/20100101 Thunderbird/31.6.0 |
Le 02/05/2015 17:38, Nat Price a écrit :
Hello,
It is my understanding that the STK conditional simulation method
based on Cholesky factorization is limited to a moderate number (maybe
a few thousand?) evaluation points. Also, it only provides discrete
conditional simulations. Are there any plans to implement other
conditional simulation methods capable of a large number of evaluation
points and/or continuous simulations?
Thanks,
Nat
Hello Nat,
Thank you for your interest in STK.
Yes, you are right about the current state of STK : conditional
simulations are performed used a Cholesky factorization, and therefore
limited to a few thousand evaluations points.
We certainly intend to include other simulation methods in the future,
but this is not priority right now... Perhaps could you help with this
task ?
About "continuous simulations": I don't know what you mean by that. Do
you have something specific in mind ?
@++
Julien
- Re: [Kriging-help] Conditional Simulation Methods,
Julien Bect <=