Co kriging in openturns

Hello
I was wondering if there is a way to perform co kringing in Openturns ? The example included in here seems virtually to be able to handle multiple outputs but i dont think it actually takes into account the dependencies in the target variables.

Regards
Sanaa

Hello Sanaa,

There is no co-kriging model directly implemented in openTURNS for the moment. Nevertheless, connections have been made with other libraries that implement several co-krging models.

Especially, using the ot-smt module, you can directly use co-kriging models of surrogate model toolbox (SMT) with openTURNS.

You can find the doc of this module here:
https://m-balesdent.github.io/otsmt/master/

and an example of application with autoregressive model for multi-fidelity kriging here:
https://m-balesdent.github.io/otsmt/master/auto_example/plot_example_MFK.html

Best,

Mathieu

Thank you so much!
Sanaa