octave-forge-stk

Edit Package octave-forge-stk

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.

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octave-forge-stk.changes 0000007920 7.73 KB
octave-forge-stk.spec 0000002156 2.11 KB
stk-2.6.1.tar.gz 0000380491 372 KB
Revision 16 (latest revision is 23)
Stefan Brüns's avatar Stefan Brüns (StefanBruens) accepted request 751296 from Stefan Brüns's avatar Stefan Brüns (StefanBruens) (revision 16)
- Update to version 2.6.1:
  * Documentation
    + stk_factorialdesign: Provide missing help text. (ticket #91)
    + Fix HTML doc (INDEX structure was broken).
- Update to version 2.6.0:
  * Required Octave version
    + Required Octave version number has been raised to 3.8.
  * Parameter estimation
    + stk_param_init: The syntax with an additional do_estim_lnv parameter
      is now deprecated. Set model.lognoisevariance to NaN if you want an
      initial estimate for the variance of the noise.
    + stk_param_init_lnv: Refuse noiseless models (error).
    + stk_model_gpposterior: Trigger parameter estimation when lognoisevariance
      is NaN. In the (experimental) case where lognoisevariance is a noise
      model object, parameter estimation is triggered as soon as at least one
      of the optimizable parameters of the model is NaN. (ticket #93)
    + stk_param_relik: Return [] instead of NaN when the derivative with
      respect to lnv is requested for a noiseless model.
    + stk_param_relik: Detect duplicated observation points automatically
      and raise an error for noiseless models.
    + stk_param_getdefaultbounds: Estimation bounds for the regularity parameter
      of the Matérn covariance function are now customizable through the options
      nu_min_dimfun and nu_max_dimfun.
  * Covariance functions
    + Deprecated: stk_noisecov.
  * Models
    + stk_get_input_data, stk_get_output_data, stk_get_prior_model: New getters
      for model properties, that replace get_input_data, get_output_data and
      get_prior_model respectively (now deprecated).
    + stk_get_observation_variances: New getter, which returns the vector of
      variances associated to the observations that have been used to build a model.
    + stk_gaussiannoise_, stk_gaussiannoise_het0: New classes representing Gaussian
      noise models. Currently in experimental state, these two classes are merely a
      proof-of-concept. Other noise model classes can be defined by subclassing
      stk_gaussiannoise_. (ticket #38)
    + stk_example_misc05: Demonstrate the use of noise model objects to estimate
      the dispersion parameter in an heteroscedatic case.
    + stk_simulate_noise: New function to simulate noise sample replicates.
  * stk_dataframe and related classes
    + stk_dataframe: Accept char vectors (or strings) as colnames or rownames
      argument when there is only one column or one row (ticket #92)
    + @stk_dataframe/sort: Argument dim can now be skipped, as in the base sort function.
    + @stk_dataframe/unique: Overload base function.
  * Graphics
    + stk_plot1d: Do not create a legend systematically. (ticket #82)
    + stk_legend: New function to create a legend, using the graphical objects for
      which a non-empty DisplayName has been provided.
    + stk_plot_shadedci: Change gray levels and improve legend.
  * Miscellaneous
    + stk_options_set: Make it possible to set all options at once using an option
      structure. Add help text.
    + stk_runtests: Return test results in a structure.
    + stk_sampling_nesteddesign: Fix help text.
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