The 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.).
- Convenient and efficient research tool for working with kriging-based methods/Gaussian processes
- Compatible with GNU Octave and Matlab(TM)
- Anisotropic Matérn covariance with any regularity
- REML and REMAP estimation
- Oriented toward design and analysis of computer experiments
- GPLv3 License
STK is a great toolbox, really. But I am one of developpers, so you wouldn't expect me to say otherwise, right ? @all STK users: please rate the toolbox as well ! Some interesting statistics are available from OpenHub.net (look for "STK" and "kriging"). Hope to hear from you soon on the STK mailing list :-)
This software is a competitor of DACE (another Matlab kriging toolbox) with extended features.