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),...
All future developments will be implemented in the new MATLAB toolbox SciXMiner, please visit
https://sourceforge.net/projects/scixminer/
to download the newest version.
The former Matlab toolbox Gait-CAD was designed for the visualization and analysis of time series and features with a special focus to data mining problems including classification, regression, and clustering.