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% STK_SIMULATE_NOISE simulates random draws of the observation noise
%
% CALL: Z = stk_simulate_noise (MODEL, X)
%
% simulates one random draw of the observation noise in the MODEL at
% observation points X. The input argument X can be either a numerical
% matrix or a dataframe. The output Z has the same number of of rows as X.
% More precisely, on a factor space of dimension DIM,
%
% * X must have size NS x DIM,
% * Z will have size NS x 1,
%
% where NS is the number of simulation points.
%
% CALL: Z = stk_simulate_noise (MODEL, X, M)
%
% generates M random draws at once. In this case, the output argument Z has
% size NS x M.
%
% See also: stk_generate_samplepaths
% Copyright Notice
%
% Copyright (C) 2015, 2017, 2018 CentraleSupelec
% Copyright (C) 2017 LNE
%
% Authors: Julien Bect <julien.bect@centralesupelec.fr>
% Remi Stroh <remi.stroh@lne.fr>
% Copying Permission Statement
%
% This file is part of
%
% STK: a Small (Matlab/Octave) Toolbox for Kriging
% (http://sourceforge.net/projects/kriging)
%
% STK is free software: you can redistribute it and/or modify it under
% the terms of the GNU General Public License as published by the Free
% Software Foundation, either version 3 of the License, or (at your
% option) any later version.
%
% STK is distributed in the hope that it will be useful, but WITHOUT
% ANY WARRANTY; without even the implied warranty of MERCHANTABILITY
% or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public
% License for more details.
%
% You should have received a copy of the GNU General Public License
% along with STK. If not, see <http://www.gnu.org/licenses/>.
function noise_sim = stk_simulate_noise (model, x, nrep)
if nargin < 3
nrep = 1;
end
ni = size (x, 1);
if ~ stk_isnoisy (model) % Noiseless case
noise_sim = zeros (ni, nrep);
else % Noisy case
% Standard deviation of the observations
s = sqrt (stk_covmat_noise (model, x, [], -1, true));
% Simulate noise values
s = reshape (s, ni, 1);
noise_sim = bsxfun (@times, s, randn (ni, nrep));
end
end % function
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