README Copyright Notice

    Copyright (C) 2011-2014 SUPELEC

    Authors:   Julien Bect       <julien.bect@supelec.fr>
               Emmanuel Vazquez  <emmanuel.vazquez@supelec.fr>

README Copying Permission Statement

    This file is part of

            STK: a Small (Matlab/Octave) Toolbox for Kriging
               (http://sourceforge.net/projects/kriging)

    STK is free software: you can redistribute it and/or modify it under
    the terms of the GNU General Public License as published by the Free
    Software Foundation,  either version 3  of the License, or  (at your
    option) any later version.

    STK is distributed  in the hope that it will  be useful, but WITHOUT
    ANY WARRANTY;  without even the implied  warranty of MERCHANTABILITY
    or FITNESS  FOR A  PARTICULAR PURPOSE.  See  the GNU  General Public
    License for more details.

    You should  have received a copy  of the GNU  General Public License
    along with STK.  If not, see <http://www.gnu.org/licenses/>.

------------------------------------------------------------------------


          STK : a Small (Matlab/Octave) Toolbox for Kriging
          =================================================


o General information

    Version:      2.3.3

    Authors:      See AUTHORS file

    Maintainers:  Julien Bect        <julien.bect@supelec.fr>
                  Emmanuel Vazquez   <emmanuel.vazquez@supelec.fr>

    Description:  The STK is a (not so) Small Toolbox for Kriging. Its
                  primary focus is 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.).

    Copyright:    Large portions are Copyright (C) 2011-2014 SUPELEC.
                  See individual copyright notices for more details.

    License:      GNU General Public License, version 3 (GPLv3).
                  See COPYING for the full license.

    URL:          http://sourceforge.net/projects/kriging

o Quick Start

    Run stk_init.m in Matlab(TM) or GNU Octave.

    Once the STK  is properly initialized,  you should be able to run the
    examples located in the 'examples' directory.

o Requirements and recommendations for use with GNU Octave

    The STK works with GNU Octave 3.2.2 or newer.

    Note that  the STK relies on some mex files  that are compiled during
    the initialization.  Thus,  your installation must be able to compile
    mex files.  In Debian 6.0 (Squeeze)  or  gNewSense 3.0 (Parkes),  for
    instance,  this means installing octave3.2-headers in addition to the
    base octave3.2 package.

    The sqp() function  internally relies on  the GLPK library,  which is
    shipped with most (but not all) versions of Octave.  The STK will not
    start if GLPK is not installed.

o Requirements and recommendations for use with Matlab

    The STK works with Matlab R2007a or newer.

    The Optimization Toolbox is recommended.

    The Parallel Computing Toolbox is optional.

o Content

    This toolbox is called the Small (Matlab/Octave) Toolbox for Kriging
    (STK). Note that  the STK is meant to be  compatible with Octave and
    Matlab(TM), and  can be automatically configured  with both software
    products. However,  some optional features, such  as the possibility
    to use  parallel computing in  some functions, are not yet available
    when using Octave.

    The STK is free software and  is released under the terms of the GNU
    General Public License, version 3, as published by the Free Software
    Foundation,   and   is   made   available   at   the   web   address
    http://kriging.sourceforge.net.

    By publishing this toolbox, the  idea is to provide a convenient and
    flexible research tool for  working with kriging-based methods.  The
    code of the  toolbox is meant to be  easily understandable, modular,
    and reusable.  By  way of illustration, it is very  easy to use this
    toolbox  for implementing  the EGO  algorithm  of (Jones et al. 98).
    Besides, this toolbox  can serve as a basis  for  the implementation
    of  advanced  algorithms  such  as  Stepwise  Uncertainty  Reduction
    algorithms (see, e.g., Bect et al. 2010)

    The toolbox consists of three parts:

    a. The  first part is the  implementation of a  number of covariance
       functions, and tools to  compute covariance vectors and matrices.
       The structure  of the STK  makes it possible  to use any  kind of
       covariances:  stationary  or  non-stationary covariances,  aniso-
       tropic covariances, generalized  covariances, etc.

    b. The  second part  is the implementation  of a REMAP  procedure to
       estimate the parameters of the covariance. This makes it possible
       to  deal with generalized  covariances and  to take  into account
       prior knowledge about the parameters of the covariance.

    c. The third part consists of prediction procedures.  In its current
       form,  the STK has been optimized  to deal with  moderately large
       data sets.

o References

    J. Bect, D. Ginsbourger, L. Li, V. Picheny, and E. Vazquez.
    Sequential design of computer experiments for the estimation of a
    probability of failure.  Statistics and Computing, pages 1-21, 2011.
    DOI: 10.1007/s11222-011-9241-4.

    D. R. Jones, M. Schonlau, and William J. Welch. Efficient global
    optimization of expensive black-box functions.  Journal of Global
    Optimization, 13(4):455-492, 1998.

o Ways to get help, report bugs, ask for new features...

    Use the "help" mailing-list:

       kriging-help@lists.sourceforge.net
       https://sourceforge.net/p/kriging/mailman

    to ask for help on STK, and the ticket manager:

       https://sourceforge.net/p/kriging/tickets

    to report bugs or ask for new features.
