  We introduce the Gaussian process (GP) modelling module developed within the
UQLab software framework. The novel design of the GP-module aims at providing
seamless integration of GP modelling into any uncertainty quantification
workflow, as well as a stand-alone surrogate modelling tool. We first briefly
present the key mathematical tools at the basis of GP modelling (a.k.a.
Kriging), as well as the associated theoretical and computational framework. We
then provide an extensive overview of the available features of the software
and demonstrate its flexibility and user-friendliness. Finally, we showcase the
usage and the performance of the software on several applications borrowed from
different fields of engineering. These include a basic surrogate of a
well-known analytical benchmark function, a hierarchical Kriging example
applied to wind turbine aero-servo-elastic simulations and a more complex
geotechnical example that requires a non-stationary, user-defined correlation
function. The GP-module, like the rest of the scientific code that is shipped
with UQLab, is open source (BSD license).
