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.).
This is part of Octave-Forge project.