krisp: Kriging based regression and optimization package for Scilab. This toolbox implements kriging based regression (also known as Gaussian process regression) and optimization of deterministic simulators. The toolbox consists of two main components: 1. functions for creation of kriging model for deterministic or noisy data (correlation kernels, hyper-parameter estimation, prediction, cross validation). 2. methods implementing Expected Improvement based optimization for time consuming deterministic functions.

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  1. Janusevskis, Janis; Le Riche, Rodolphe: Simultaneous Kriging-based estimation and optimization of mean response (2013)