STK 2.2.0 has been released, please check it out!
STK is a (not so) Small Toolbox for Kriging. Its primary focus in on the
interpolation / regression technique known as kriging, which is very
closely related to Splines and Radial Basis Functions, and can be
interpreted as a non-parametric Bayesian method using a Gaussian Process
(GP) prior. The STK also provides tools for the sequential and
non-sequential design of experiments. Even though it is, currently,
mostly geared towards the Design and Analysis of Computer Experiments
(DACE), the STK can be useful for other applications areas (such as
Geostatistics, Machine Learning, Non-parametric Regression, etc.).
A summary of user-visible changes is available here:
STK is fully compatible with both GNU Octave (from release 3.2.4
onwards) and Matlab (from release R2007a onwards).
It is brought to you
under the GNU Public Licence v3 (GPLv3).
Julien Bect & Emmanuel Vazquez (Supelec, France)