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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 :

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?


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 ?


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