3 packages on CRAN
Estimation, validation and prediction of kriging models. Important functions : km, print.km, plot.km, predict.km.
Gaussian process regression with an emphasis on kernels. Quantitative and qualitative inputs are accepted. Some pre-defined kernels are available, such as radial or tensor-sum for quantitative inputs, and compound symmetry, low rank, group kernel for qualitative inputs. The user can define new kernels and composite kernels through a formula mechanism. Useful methods include parameter estimation by maximum likelihood, simulation, prediction and leave-one-out validation.
Criteria and algorithms for sequentially estimating level sets of a multivariate numerical function, possibly observed with noise.