Interpolation: Kriging

Kriging uses the covariance structure of the field to estimate interpolated values. The resulting interpolated field is optimal in the sense of minimizing the variance among all possible linear, unbiased estimates. Kriging requires a two step process - the fitting of a semivariogram model function (of distance) followed by the solution of a set of matrix equations.
The semivariogram calculation is carried out using the GSLIB library software package (Deutsch and Journel, 1992). The user selects a semivariogram function, sill, range, and nugget. Given these parameters, a weighted average of the observation points is computed.


References

Deutsch, C. V. and A. G. Journel (1992) GSLIB: Geostatistical Software Library and User's Guide, New York, Oxford University Press.