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The octave-forge package is the result of The GNU Octave Repositry project,
which is intended to be a central location for custom scripts, functions and
extensions for GNU Octave. contains the source for all the functions plus
build and install scripts.

This is octgpr.

 The package allows interpolating and smoothing scattered 
  multidimensional data using Gaussian Process Regression (also known
  as Kriging). 

WWW: http://octave.sourceforge.net/