nestedKriging R package.
For installation instructions, see the file nestedKriging_InstallationInstructions.pdf
The method aims at predicting the value of a multivariate function given observations of this function at some input points. It uses a preliminary clustering of input points, in order to allow a larger number of input points (say, up to one million) with parallel computations. See preprint at https://arxiv.org/pdf/1607.05432.pdf and paper at https://doi.org/10.1007/s11222-017-9766-2 .