ooDACE toolbox: a flexible object-oriented Kriging implementation

When analyzing data from computationally expensive simulation codes, surrogate modeling methods are firmly established as facilitators for design space exploration, sensitivity analysis, visualization and optimization. Kriging is a popular surrogate modeling technique used for the Design and Analysis of Computer Experiments (DACE). Hence, the past decade Kriging has been the subject of extensive research and many extensions have been proposed, e.g., co-Kriging, stochastic Kriging, blind Kriging, etc. However, few Kriging implementations are publicly available and tailored towards scientists and engineers. Furthermore, no Kriging toolbox exists that unifies several Kriging flavors. This paper addresses this need by presenting an efficient object-oriented Kriging implementation and several Kriging extensions, providing a flexible and easily extendable framework to test and implement new Kriging flavors while reusing as much code as possible.