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Hi Alvaro,

Did you manage to do it? I digged into the code and normaly, changing the gaussianNoise should do something.

In fact, the value of gaussianNoise is added to the covariance matrix, all along the diagonal, but no effect on the value themselves.

And on top of that, though the noise/covariance are based on a random process (Box Muller transform to be exact), the values never evolve in time even in the covariance matrix.

If we could change the above source code it should be ok, but the source is not in my computer and I don't want to mess around...

Let me know if you found anything, Quentin