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The latest release of STK is 2.4.2 and it comes in two flavours:
Download and unpack
stk-2.4.2-allpurpose.tar.gz from this page, and then
stk_init.m in Octave or Matlab.
After that, you should be able to run the examples located in the 'examples' directory.
For instance, type
stk_example_kb03 to run the third example in the "Kriging
Assuming that you have a working Internet connection, typing
pkg install -forge stk
(from within Octave) will automatically download the latest STK package tarball from the
file release system
and install it for you.
stk-2.4.2-octpkg.tar.gz (obtained from this page) is in the
current directory, you can simply type:
pkg install stk-2.4.2-octpkg.tar.gz.
After that, you can load STK using
pkg load stk.
To check that STK is properly loaded, try for instance
stk_example_kb03 to run
the third example in the "Kriging basics" series.
See http://kriging.sourceforge.net/htmldoc/ for an online version of the documentation.