Geostatistical Methods in R

Adéla Volfová, Martin Šmejkal

Students of Geoinformatics Programme
Faculty of Civil Engineering
Czech Technical University in Prague

Abstract

Geostatistics is a scientific field which provides methods for processing spatial data.
In our project, geostatistics is used as a tool for describing spatial continuity and
making predictions of some natural phenomena. An open source statistical project
called R is used for all calculations. Listeners will be provided with a brief in-
troduction to R and its geostatistical packages and basic principles of kriging and
cokriging methods. Heavy mathematical background is omitted due to its complex-
ity. In the second part of the presentation, several examples are shown of how to
make a prediction in the whole area of interest where observations were made in
just a few points. Results of these methods are compared.

Keywords: geostatistics, R, kriging, cokriging, spatial prediction, spatial data analysis

1. Introduction

Spatial data, also known as geospatial data or shortly geodata, carry information of a natu-
ral phenomenon including a location. This location allows us to georeference the described
phenomenon to a region on the Earth. It is usually specified by coordinates such as longitude
and latitude. By mapping spatial data, a data model is created. We will focus on a raster data
model which provides value of the phenomena at each pixel of the area of interest. Mapping
is a very common process in sciences such as geology, biology, and ecology. Geostatistics is a
set of tools for predicting values in unsampled locations knowing spatial correlation between
neighboring observations.

Making use of geostatistics requires difficult matrix computations briefly described in chapters
Ordinary Kriging and Multivariate Geostatistics. In order to make our predictions easier, we
are going to use methods from R geostatistical packages introduced in chapter R Basics. The
best known geostatistical prediction methods are called kriging (for univariate data set) and
cokriging (for multivariate data set) — examples of their use are shown in chapter Example
of Kriging and Cokriging in R.

2. R Basics

There any many applications implementing geostatistical methods. Most of them are complex
GIS and most of them are commercial. This does not hold for project R. R is a language and
environment for any statistical computations and creating graphics. R is available as Free
Software under the terms of the Free Software Foundation’s GNU General Public License.
R is multi–platform, easy to learn, and with a huge amount of additional packages that extend
its functionality. For instance, such packages serve for special branches of statistics such as
geostatistics.

Geoinformatics FCE CTU 8, 2012 29

Volfová A., Šmejkal M.: Geostatistical Methods in R

2.1. First Steps in R

After downloading and installing R, open the default R console editor, figure 1. A standard
prompt > appears at the last line. When this prompt is shown, R is ready to accept a
command. Another prompt exists (+) which is for multiple row commands. There are two
symbols for assigning a value to a variable: <- and =. When working in the R Console, the
command is executed right after hitting Enter. If the user wishes to create a set of commands
that are saved and can be used later, it is necessary to create a script (File — New script).
For executing commands from a script, select all commands to be executed and press Ctrl+R.
The results are shown in the R Console. The # symbol is used for comments. The following
brief list of examples is the basic overview of commands to get you started in R. Please refer
to countless internet tutorials for more advanced examples.

# Help and p a c k a g e s
help . s t a r t () # Load o n l i n e HTML h e l p
help ( function ) # Show o n l i n e h e l p f o r " f u n c t i o n "
? function # Show o n l i n e h e l p f o r " f u n c t i o n "
h e l p . s e a r c h ( " keyword " ) # Open RGui d i a l o g f o r p a c k a g e s / f u n c t i o n s
# . . . o r c l a s s e s c o n n e c t e d t o " keyword "
q() # Quit R
library () # L i s t downloaded l i b r a r i e s
l i b r a r y ( package ) # Load " package "
i n s t a l l . p a c k a g e s ( package ) # Download " package "

# Assigning values
a <− 3
b = 8
x <− c ( 5 , 2 , 7 ) # Vector
y <− 2∗ x^2 # E v a l u a t e e l e m e n t s o f v e c t o r x 1 by 1 ,
# . . . d i m e n s i o n o f x and y matches
y # Print content of a variable
[ 1 ] 50 8 98 # . . . result
1:5 # Create sequence
[1] 1 2 3 4 5 # . . . result
seq (1 ,5) # Another way t o c r e a t e s e q u e n c e
[1] 1 2 3 4 5 # . . . result
x[1] # Print 1 s t element o f x
x[1:4] # P r i n t 1 s t through 4 th e l e m e n t o f x
5 2 7 NA # . . . r e s u l t ( when out o f range ,
# . . . NA v a l u e i s p r i n t e d )
x [ length (x ) ] # Print l a s t element of vector

# Input t a b l e from a f i l e
# −−− f i l e data . t x t −−−
Id P r i c e Brand
1 3.5 Goldfish

Geoinformatics FCE CTU 8, 2012 30

Volfová A., Šmejkal M.: Geostatistical Methods in R

2 7.0 Wolf
3 1.5 Seal
4 3.0 Goldfish
# −−−−−−−−−−−−−−−−−−−−−

# Read t a b l e , a r e l a t i v e path can be used

# \ n e e d s t o be doubled
T = r e a d . t a b l e ( "C: \ \ Data \\ data . t x t " , h e a d e r=T)

T # Print table T
T [ " Id " ] # P r i n t column Id
T[ 2 ] # P r i n t 2nd column a s data . frame
T[ [ 2 ] ] # P r i n t 2nd column a s v e c t o r
T[ 2 , ] # P r i n t 2nd row
T [ 3 , " Brand " ] # P r i n t 3 rd row i n Brand column
T$Price # P r i n t P r i c e column i n t o a row v e c t o r
colnames (T) # P r i n t column names
colnames (T) <− c ( 1 , 2 , " x " ) # Rename columns

# Plotting
x <− 1 : 5 ; y <− x^2
plot (x , y) # P l o t data
p o i n t s ( x , y , pch ="+") # Add new data ( u s e + symbols )
l i n e s (x , y) # Add a s o l i d l i n e
t e x t ( 1 0 , 1 2 , " Some t e x t " ) # Write t e x t on p l o t
a b l i n e ( h=7) # Add a h o r i z o n t a l l i n e
a b l i n e ( v=6, c o l =" r e d " ) # Add a v e r t i c a l l i n e

All necessary manuals and package documentation are stored in the Comprehensive R Archive
Network (CRAN) [5].

2.2. Geostatistical Packages in R

A surprisingly large number of packages implementing geostatistical principles have been re-
leased. We are going to use only a few of them, the most common ones – geoR, gstat, and sp.
However, for those who wish to explore more packages, a list of some spatial packages with a
brief description is provided below. These packages were developed by different communities,
therefore their functionality overlaps sometimes. Some of them are out of date and are not
recommended for use anymore. Please refer to online documentation for more information on
each package and its methods description.
geoR — is probably the most important package for geostatistical analysis and prediction.
geoRglm — extends functionality of geoR package. It is designed for dealing with generalized
linear spatial models.
gstat — provides users with vast number of methods for both univariate and multivariate
geostatistics, variogram modeling, and very useful plotting functions.

Geoinformatics FCE CTU 8, 2012 31

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 1: Default R interface.

sp — is a package for various work with spatial data — plotting, spatial selection, summary
etc.. It also provides a very good training data set called meuse.

intamap — provides classes and methods for automated spatial interpolation.

fields — is a package with functionality similar to the gstat package. It is useful for curve,
surface and function fitting, manipulating spatial data and spatial statistics. A covariance
function implemented in R with the fields interface can be used for spatial prediction. This
package also includes methods for visualization of spatial data.

RandomFields — provides methods for simulation and analysis of random spatial data sets.
It also provides prediction methods such as kriging.

vardiag — allows to diagnose variogram interactivelly.

sgeostat — is an object–oriented framework for geostatistical modeling in S+1 .

spatial — contains methods for kriging and point pattern analysis.

spatstat — is another very extensive package for analysis of spatial data. Both 2D and
3D data sets can be processed. It contains over 1000 functions for plotting spatial data,
exploratory data analysis, model–fitting, simulation, spatial sampling, model diagnostics, and
1
S+ is a language for data analysis and statistics. It is possible to use the sgeostat package in R as well.

Geoinformatics FCE CTU 8, 2012 32

Volfová A., Šmejkal M.: Geostatistical Methods in R

formal inference. Data types include point patterns, line segment patterns, spatial windows,
pixel images, and tessellations.
There are many other packages dealing with spatial data in some way. A description of all of
them is beyond the scope of this paper. For more information please refer to [4].

3. Spatial Statistics Basics

Spatial statistics is a set of statistical tools where location of data is considered. The main
goal of geostatistics is to make a prediction of data xi (i = 1, 2, . . . , n) within an area of
interest A where sample observations Zi have been made. Each observation Zi is dependent
on values of a stochastic process S(x) of spatial continuity in corresponding points xi .
Functions in the geoR package are based on a Gaussian model. According to [8], chapter 3:
Gaussian stochastic processes are widely used in practice as models for geostatistical data.
These models rarely have any physical justification. Rather, they are used as convenient em-
pirical models which can capture a wide range of spatial behaviour according to the specification
of their correlation structure.
Please, refer this book for more information on Gaussian processes.

3.1. Univariate Geostatistics

There are several statistics of spatial data that serve for general overview of the data set,
show potential outliers among the observations, and describe the distribution. These features
are shown in examples in section Analysis of Univariate Data.
Now, let’s focus on the best known geostatistical method for prediction — kriging. There are
many kinds of kriging. Each type determines a linear constraint on weights implied by the
unbiasedness condition2 . We are going to focus on ordinary kriging that assumes a constant
but unknown mean.
In order to predict the phenomenon in the unsampled locations, we need to specify the spatial
dependence. A geostatistical tool describing this dependence is called a variogram (figure 2).
From now on, we assume isotropy in our data, then the variogram is so–called omnidirectional
variogram. It is defined as the variance of the difference between field values at two locations
across realizations of the field [6]. When shown as a plot, the x–axis represents the distance
h between two observations. The maximum size h should be set such that we can expect
two observations in this distance independent. The variance is depicted on the y–axis and is
defined as:
n
1 X
γ(h) = [Z(xi ) − Z(xi + h)]2 ,
2n i=1

where Z(xi ) is an observed value of a random field and h is a distance between two observa-
tions. If the data are anisotropic, h becomes a vector and we need more variograms, each for
a different angle. A variogram determined directly from the measurement is called empirical.
For a prediction, we need to create a theoretical variogram that fits the empirical one as good
as possible. The necessity of having a theoretical variogram lies in its continuity, so we can
2
http://en.wikipedia.org/wiki/Kriging

Geoinformatics FCE CTU 8, 2012 33

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 2: Variogram.

obtain the variance for any distance h. The kriging matrices based on such variogram must
be positive definite.

There are three important characteristics of a variogram:

– range — a value of a variogram increases with increasing distance h up to a certain

distance. Further than this, the variogram does not change much and we expect two
observation independent behind this range,

– sill — the upper value of a variogram,

– nugget — the value of a variogram for zero h is strictly zero, nevertheless for the shortest
distance h the variogram is computed, its value jumps from zero to a certain value (a
nugget). This is called a nugget effect and it is caused, for instance, by an error of a
measurement.

3.2. Ordinary Kriging

Since we have a model of spatial dependence (i.e. we know the formula of our theoretical
variogram), we can predict the phenomenon in an unsampled location. Let us call this location
x0 , then
n
Z ∗ (x0 ) =
X
λα Z(xα ),
α=1

where λα is a weight for value Z(xα ) at xα .

Ordinary kriging is aliased BLUP (best linear unbiased predictor) and therefore the following
conditions hold:

– a sum of weights is equal to 1 (guarantees the unbiasedness of the prediction),

– a variance of estimation errors is minimal.

Geoinformatics FCE CTU 8, 2012 34

Volfová A., Šmejkal M.: Geostatistical Methods in R

There is one thing left to determine for the prediction — the vector of weights.
   −1  
λ1 C11 · · · C1n 1 C10
 .   . .. .. ..   . 
 ..   .. . . .  .. 
 = ,
     
λn  Cn1 · · · Cnn 1 Cn0 
 
µ 1 ··· 1 0 1
where µ is a Lagrange parameter and Cij is a covariance between Z(xi ) and Z(xj ). A rela-
tionship between a covariance and a variogram is following:
Cij = Cov(Z(xi ), Z(xj )) = C(0) − γ(xi − xj ),
where C(0) is the sill of the variogram model.
More detailed mathematical description is out of the scope of this paper. For more, please
refer to [1,2,7].

3.3. Multivariate Geostatistics

Natural phenomena from one region can show some measure of dependency between each
other. In such case, we can take one variable for prediction (primary) and the other variable(s)
(secondary) to enhance the prediction. This is applied in cases where obtaining data of the
primary variable is expensive, technically very difficult, or for any other reason we have an
insufficient number of obtained data. In that case, we can look for some dependent variables
in the region which we can measure in a much easier or cheaper way. Beside other advantages,
we can reveal extreme values of the primary variable at locations where its measurement have
not even been made.

3.4. Covariables Dependency

We assume to have only one secondary variable from now on. In case we have the covariables
measured exactly at the same locations, we can easily tell the strength of their dependency
by computing a correlation coefficient and/or by plotting a scatterplot. A scatterplot is a
figure with axes corresponding to values of variables, one axis for each variable. In case we
do not have measurement at the same locations, the best way to reveal the dependency is
to compare variograms of the variables. We use so–called coregionalization when a cross–
variogram is created [1].

3.5. Cross-variogram

A cross–variogram describes correlation between covariables and is given by:

1
γ12 (h) = E[(Z1 (x + h) − Z1 (x))(Z2 (x + h) − Z2 (x))],
2
where Z1 and Z2 are primary and secondary variables. In some cases (e.g. in R methods), a
pseudo cross–variogram is computed. There are inconsistent opinions on its use [1] (p. 150),
however, its advantage is to gain much more points for an empirical cross–variogram. The
pseudo cross–variogram is given by:
1
ψ12 (h) = E[(Z1 (x + h) − Z2 (x))2 ].
2

Geoinformatics FCE CTU 8, 2012 35

Volfová A., Šmejkal M.: Geostatistical Methods in R

3.6. Ordinary Cokriging

Since we have the variogram and cross–variogram models, we can use ordinary cokriging for
prediction. A value of a primary variable in an unsampled location is given by the following
equation.
Z ∗ (x0 ) =
X X
λ1α Z1 (xα ) + λ2α Z2 (xα ),
S1 S2

where S1 and S2 are sets of samples for the primary and secondary variables respectively.
The following hold:
– the sum of weights λ1α is equal to 1 and the sum of weights λ2α is equal to 0 (guarantees
the unbiasedness of the prediction),
– a variance of estimation errors is minimal.
A relationship between a cross–variogram and a cross–covariance is:

C12 (h) + C21 (h)

γ12 (h) = C12 (0) − ,
2
Then, ordinary cokriging system in matrix form is given as:
    
C11 C12 1 0 λ1 C01
C
 21 C22 0  λ2  C02 
1    
  =  ,
 1 0 0 0 µ1   1 


0 1 0 0 µ2 0

where C11 and C22 are covariance matrices of primary and secondary variables respectively,
and C12 is a cross–covariance matrix.
For more detailed mathematical explanation of ordinary cokriging including proves, please
follow [1,2].

3.7. Sampling Density and Location of Primary and Secondary Variables

There are several cases of how the covariables can be measured:

– samples of both, the primary and secondary variable, are obtained at exactly identical
locations — this case is not very often because we either have a sufficient data set for
the primary variable and so the secondary is not necessary to include in a prediction, or
we do not have enough samples of the primary variable for creating a valid prediction
by ordinary kriging and the secondary variable will not provide us with more useful
information about it,
– the secondary variable is measured with higher density and all the primary variable
samples overlap in location with the secondary variable — this is one of the most
common cases of use of ordinary cokriging that leads to the best results; the primary
variable measurement is not dense enough to make a good ordinary kriging prediction,
so a significantly dependent secondary variable substantially increases the density of
sampled locations and enhances the prediction of the primary variable,

Geoinformatics FCE CTU 8, 2012 36

Volfová A., Šmejkal M.: Geostatistical Methods in R

– the secondary variable is measured with higher density and the covariables sample
locations do not overlap — another very common case, however negatively effected
by worse determination of the model of coregionalization which leads to not–so–good
improvement of the prediction (compared to the previous case),
– number of samples of the secondary variable is smaller then number of samples of the
primary variable — this case is useless for getting better prediction,
– the secondary variable samples correspond with all locations for prediction of the pri-
mary variable (very dense sampling) — for such a case another type of kriging is recom-
mended — kriging with external drift [7]; the more dense the samples of the secondary
variable, the harder the prediction to process when using ordinary cokriging.
See figure 3 for examples.

4. Spatial Statistics in R

For purposes of this chapter, sample data set from [2] has been used. These data are derived
from a digital elevation model (DEM) of Walker Lake area (Nevada, USA) and are available
in the gstat package, hence anyone can obtain the same data set a get to the same results.

4.1. Sample Data Set

The Walker Lake DEM has been modified for the sake of generality. There are 1.95 million
points in the original data set. These points were divided into blocks of 5 by 5 points and
final values were derived from them. There are two variables which we are going to use:
– U variance of the 25 values given by equation
25
1 X
U = σ2 = (xi − x̄)2 ,
25 i=1

where x1 , x2 , . . . , x25 is elevation in meters,3

– V is function of mean and variance

V = [x̄ ∗ log(U + 1)]/10,

There are 78 000 values in a grid of 260 by 300 points. 470 points were chosen across the area
to represent measurement.

4.2. Analysis of Univariate Data

A sample of 100 values in regular grid of 10 by 10 points is used for a following basic data
description.
We can obtain a lot of useful information when we arrange the data according to some order,
plot them or make some summary statistics. Beside other things, this is good for searching
for outliers and errors in the measured data set.
3
It is obvious that a flat terrain has low value of U , whereas hilly terrain has this variable very high. That
is why this variable is also called as topographic roughness index.

Geoinformatics FCE CTU 8, 2012 37

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 3: Location of primary and secondary variables. Order of the examples corresponds
with chapter Sampling Density and Location of Primary and Secondary Variables, red dots
stand for primary variable samples, blue represents secondary variable samples.

The most common presentation of the data is a frequency table and a histogram. The
frequency table arranges the data into intervals and shows how many observations fall into
each interval. An example of a frequency table for V data set is shown in table 1. See the
datasets in the following listing:

Geoinformatics FCE CTU 8, 2012 38

Volfová A., Šmejkal M.: Geostatistical Methods in R

U =
15 12 24 27 30 0 2 18 18 18
16 7 34 36 29 7 4 18 18 20
16 9 22 24 25 10 7 19 19 22
21 8 27 27 32 4 10 15 17 19
21 18 20 27 29 19 7 16 19 22
15 16 16 23 24 25 7 15 21 20
14 15 15 16 17 18 14 6 28 25
14 15 15 15 16 17 13 2 40 38
16 17 11 29 37 55 11 3 34 35
22 28 4 32 38 20 0 14 31 34

V =
81 77 103 112 123 19 40 111 114 120
82 61 110 121 119 77 52 111 117 124
82 74 97 105 112 91 73 115 118 129
88 70 103 111 122 64 84 105 113 123
89 88 94 110 116 108 73 107 118 127
77 82 86 101 109 113 79 102 120 121
74 80 85 90 97 101 96 72 128 130
75 80 83 87 94 99 95 48 139 145
77 84 74 108 121 143 91 52 136 144
82 100 47 111 124 109 0 98 134 144

A histogram o V values is shown in figure 4. An R function hist serves for plotting histogram.

Figure 4: Histogram of V , hist(V).

Some methods used later in this paper, works better for normally distributed data. We can
tell whether the data are normally distributed from a plot with the measurement on the x–
axis and cumulative frequency on the y–axis. In case of normal distribution, the points are
arranged into a line. Example of this plot is in figure 5, it was created in R by calling qqnorm

Geoinformatics FCE CTU 8, 2012 39

Volfová A., Šmejkal M.: Geostatistical Methods in R

Interval of V Count
(0, 10i 1
(10, 20i 1
(20, 30i 0
(30, 40i 1
(40, 50i 2
(50, 60i 2
(60, 70i 3
(70, 80i 14
(80, 90i 15
(90, 100i 11
(100, 110i 14
(110, 120i 17
(120, 130i 12
(130, 140i 3
(140, ∞i 4

Table 1: Frequency table for V .

function. Outliers and erroneous data, if some, can be observed in this plot.

Figure 5: Visual test for normal distribution of V , qqnorm(V).

Another plot good for visual exploration of the data is so–called box–and–whisker plot (fig-
ure 6). One half of the data lies inside the box. The line inside the box is median. The
whisker lines represent a multiple of border values of the box (in this case a default 1.5 mul-
tiple was maintained). One can tell that values of V (right) have larger variance in this case.
The circles represent outliers. An R function boxplot has been used to create this plot.
For further data description, we look at the summary statistics such as the minimal and
maximal value, mean, median, mode, quantiles, standard deviation, variance, interquartile
range, coefficient of skewness, coefficient of variation etc.. First five mentioned statistics tell
us about the location of important parts of the distribution. Next three values signify the
variability of the distribution. The coefficient of skewness and coefficient of variation describe

Geoinformatics FCE CTU 8, 2012 40

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 6: Box–and–whisker plot for U (left) and V (right), boxplot(matrix(U,V)).

the shape of the distribution and help to reveal potential erroneous observations.
We can obtain the basic statistics using the summary function. Summary statistics for V is
listed in the following example.
> summary (V)
Min . : 0.00
1 s t Qu . : 8 1 . 7 5
Median : 1 0 0 . 5 0
Mean : 97.50
3 rd Qu . : 1 1 6 . 2 5
Max . :145.00

# variance
> var = sum ( (V− 9 7 . 5 ) ^ 2 ) / l e n g t h (V)
689.69

# i n t e r q u a r t i l e range
> IQR = 116.25 −81.75
34.5

# c o e f f i c i e n t of skewness
> CS = sum ( (V− 9 7 . 5 ) ^ 3 ) / s q r t ( var )^3/ l e n g t h (V)
−0.771

# c o e f f i c i e n t of variation
> CV = s q r t ( var ) / 9 7 . 5
0.269

The coefficient of skewness is, in this case, negative which means the distribution rises slowly
from the left and the median is greater then the mean. The closer the coefficient of skewness
to zero, the more symmetrical the distribution. Hence the difference between median and

Geoinformatics FCE CTU 8, 2012 41

Volfová A., Šmejkal M.: Geostatistical Methods in R

mean is getting smaller.

The coefficient of variation is quite low. If this value is greater then 1, a search of erroneous
observations is recommended.

4.3. Variogram

In order to plot an empirical variogram, we need to set a proper distance for the lag (x–axis
on the plot). When the lag is too small, the variogram would go up and down despite its
theoretical increasing trend before the range distance and constant trend for distance larger
than the range. When we set the lag too large, we gain just a small number of values (breaks)
on the variogram curve and we would not see the important characteristics of the variogram
such as range, sill etc..

In our example we set the lag for 10 m. A variogram cloud (all pairs of points) and an
empirical variogram with given lag for the V variable is in figure 7. These variograms were
created by variog function. The theoretical variogram is modeled with lines.variogram

Figure 7: Variogram cloud and empirical variogram (lag = 10 m) of V .

function or with an interactive tool eyefit. In our example in figure 8 we set the maximal
distance to 100 m, the covariance model as exponential, the range to 25 m, the sill to 65000,
and nugget to 34000.

4.4. Analysis of Multivariate Data

Since we wish to take advantage of spatial dependency of a primary and a secondary variable,
we need to analyze the data sets. The goal is to examine whether the covariates are dependent
enough so the secondary variable can improve prediction of the primary variable.

Geoinformatics FCE CTU 8, 2012 42

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 8: Theoretical variogram of V .

The first thing we can try is to compare the shape of histograms. Very similar shapes (i.e.
similar distribution) indicates a certain degree of dependency.
By using cor(U,V) function in R we can get a correlation coefficient (in this case 0.837). Its
value is always within the interval h−1, 1i. The closer to zero, the less dependent the data
sets are.
In order to compare two distributions, we can visualize so–called q–q plot (qqplot function
in R). Each axis represents quantiles of one data set (see figure 9). If the plotted data are
close to y = x line, the variables are strongly dependent. If the data make a straight line
that has a different direction than y = x, the variables still have similar distribution but with
different mean and variance.

Figure 9: Q–q plot, straight line represents y = x, qqplot(V,U).

Another graphical tool for testing the dependency of two spatial data sets is so–called scatter-
plot. Pairs made of primary variable value and secondary variable value at the same location
are visualized as points in this plot. The result is a cloud of points (see figure 10 for our

Geoinformatics FCE CTU 8, 2012 43

Volfová A., Šmejkal M.: Geostatistical Methods in R

example on U and V data). The narrower the cloud, the higher the degree of dependency.
A scatterplot has one another big advantage — outliers and measurement errors lie outside
the cloud. We can then easily check these points and in case they are wrong we would take
them out of the data set. The dependency of two variables can be approximated by linear

Figure 10: Scatterplot, plot(V,U).

regression given by y = ax + b. How to do this in R is shown in the following code.

# method f o r l i n e a r r e g r e s s i o n
model = lm (U~V)

# plot
p l o t (V, U, main=" S c a t t e r p l o t and l i n e a r r e g r e s s i o n " )
a b l i n e ( model )

# model p a r a m e t e r s
summary ( model )

The plot from the previous example is in figure 11. An alternative for a linear regression can
be a graph of conditional expectation where one variable is divided into classes (such as when
we create a histogram) and a mean of the other variable is calculated within these classes,
see figure 12.
Since we explored the data sets, did basic geostatistical analysis and determined the spatial
continuity and covariables dependence, we might proceed to prediction. From now on, we are
going to use a new data set that is more suitable as an example for prediction by (co)kriging.

4.5. Example of Kriging and Cokriging in R

In the following part of this paper, we are going to make two predictions — one using only
primary variable on its own and ordinary kriging method, and the other using secondary
variable and ordinary cokriging method. We are going to compare these two methods using
some graphical and tabular outputs.

Geoinformatics FCE CTU 8, 2012 44

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 11: Linear regression U = 0.314V − 11.5.

Figure 12: Conditional expectation of V within classes defined on U values.

4.6. Data Description

The phenomena we use in this example are simulated random fields in a square region of size
of 50 pixels (i.e. 2500 pixels/values in total). We randomly4 select some values and state them
for measurement. After the prediction is made, we can easily compare the results with the
original data set. This is not how it works in reality — we do not have values of the variable
at each location of the region, that is why we do the prediction. However, for educational
purposes, comparison of predicted and real values is a good way to show how these methods
work and how well they work.
Simulation of Gauss Random Fields was chosen to create our phenomena by method grf in R.
This method is able to create a random raster which can represent continuous spatial phe-
nomenon. Gaussianity of the spatial random process is an assumption common for most
standard applications in geostatistics. However non-Gaussian data are often provided. How
4
The layout of the samples is not random — we try to cover the whole region and arrange the samples in
a grid. However, the samples are randomly chosen from a neighborhood of each node of the grid.

Geoinformatics FCE CTU 8, 2012 45

Volfová A., Šmejkal M.: Geostatistical Methods in R

to deal with this sort of data is decribed in detail in [9].

In our paper, two fields were created by function grf, each representing one variable (called
A and B). A is our primary variable for which the prediction will be made. B is just an
auxiliary variable for forming the secondary variable – C. C is strongly correlated with A,
the correlation coefficient is about 0.93. All three fields are shown in figure 13. The R code
of creating and plotting these three fields is following:
l i b r a r y ( geoR )
library ( gstat )

set . seed (1)

# c r e a t e s r e g u l a r g r i d o f 50 by 50 p i x e l s
# t h e c o v a r i a n c e p a r a m e t e r s a r e sigma ^2 ( p a r t i a l s i l l )
# and p h i ( r a n g e parameter )
A = g r f ( 5 0 ^ 2 , g r i d =" r e g " , cov . p a r s=c ( 1 , 0 . 2 5 ) )
# a l l v a l u e s o f A a r e non−n e g a t i v e
A$data = ( A$data+abs ( min ( A$data ) ) ) ∗ 1 0 0

set . seed (1)

# c o v a r i a n c e model i s s e t t o matern
# smoothness parameter kappa i s s e t 2 . 5
B = g r f ( 5 0 ^ 2 , g r i d =" r e g " , cov . p a r s=c ( 1 2 0 0 , 0 . 1 ) ,
cov . model="mat " , kappa =2.5)

C = A
C$data = A$data−B$data
# a l l v a l u e s o f C a r e non−n e g a t i v e
C$data = C$data+abs ( min ( C$data ) )

library ( fields )
img_A = xyz2img ( data . frame (A) )
img_B = xyz2img ( data . frame (B) )
img_C = xyz2img ( data . frame (C) )

par ( mfrow=c ( 2 , 2 ) )
image . p l o t (img_A , c o l=t e r r a i n . c o l o r s ( 6 4 ) , main="A" ,
asp =1, bty="n " , x l a b =" " , y l a b ="")
image . p l o t (img_B , c o l=t e r r a i n . c o l o r s ( 6 4 ) , main="B" ,
asp =1, bty="n " , x l a b =" " , y l a b ="")
image . p l o t (img_C , c o l=t e r r a i n . c o l o r s ( 6 4 ) , main="C" ,
asp =1, bty="n " , x l a b =" " , y l a b ="")

Both, A and C, have normal distribution, and all values are non–negative for sake of easier
presentation. The coordinates are in range h0, 1i. The basic statistics are in table 2.

The sample data set consist of 166 measured values of C and 63 values of A. The primary
variable fully overlaps the samples of the secondary variable and the secondary variable sample

Geoinformatics FCE CTU 8, 2012 46

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 13: Simulated random variables.

grid is much more dense (see later in figure 18). Let us have a look at some analyzing graphical
tools — histograms of samples are shown in figure 14, q–q plots are shown in figure 15, and a
scatterplot is shown in figure 16. According to these plots, we can conclude that the samples
have normal distribution and the distributions are quite similar which confirms the strong
correlation of the variables.

4.7. Prediction Using Ordinary Kriging

Use of ordinary kriging in R is very simple. Once we determined the theoretical variogram
we can proceed to the prediction. See the following code:
# c r e a t e a g r i d f o r the p r e d i c t i o n
g r = data . frame ( Coord1=A$coords [ , " x " ] , Coord2=A$coords [ , " y " ] )
g r i d d e d ( g r ) = ~Coord1+Coord2

# a s s i g n c o o r d i n a t e s to v a r i a b l e A

Geoinformatics FCE CTU 8, 2012 47

Volfová A., Šmejkal M.: Geostatistical Methods in R

Variable Number of values Minimum Median Mean Maximum

A (primary) 2500 0.0 289.8 286.1 517.0
C (secondary) 2500 0.0 342.8 342.6 590.5

Table 2: Basic statistics of primary and secondary variable.

Figure 14: Histograms of A (left) and C (right).

Figure 15: Q–q plots of A (left) and C (right).

c o o r d i n a t e s ( dataFrameA ) = ~Coord1+Coord2

# variogram model
vm = variogram ( data ~1 , dataFrameA )
vm . f i t = f i t . variogram (vm, vgm ( 6 5 0 0 , " Sph " , 0 . 3 , 5 0 ) )

# prediction using ordinary kriging

OK_A = k r i g e ( data ~1 , dataFrameA , gr , vm . f i t )

Geoinformatics FCE CTU 8, 2012 48

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 16: Scatterplot of A a C.

This is all we need to do to get prediction in unsampled locations when input is only the
primary variable A. The results are shown in figures 18 and 19. Let us have a look how the
process changes when we wish to include the secondary variable.

4.8. Prediction Using Ordinary Cokriging

A detailed description of how to process ordinary cokriging prediction in R is decribed in [3].

We already concluded that the variables A and C are spatially dependent. The most difficult
step in prediction by ordinary cokriging is to set a linear model of coregionalization (in other
words, to describe the spatial dependence between the covariables). We need to fit the samples
into proper variogram and cross–variogram models. Follow the example in the code below:
# create a gstat object g
# ( necessary for c o r r e c t u s e i n f o l l o w i n g methods )
# v a r i b l e s A and C a r e saved i n c l a s s data . frame
# add A and C t o object g
g <− g s t a t (NULL, i d = "A" , form = data ~ 1 , data=dataFrameA )
g <− g s t a t ( g , i d = "C" , form = data ~ 1 , data=dataFrameC )

# e m p i r i c a l variogram and c r o s s −variogram

v . c r o s s <− variogram ( g )
p l o t ( v . c r o s s , p l=T)

# add variogram t o o b j e c t g
# vmA_fit i s p r e v i o u s l y c r e a t e d variogram model
g <− g s t a t ( g , i d = "A" , model = vmA_fit , f i l l . a l l=T)

#c r e a t e l i n e a r model o f c o r e g i o n a l i z a t i o n
g <− f i t . lmc ( v . c r o s s , g )

Geoinformatics FCE CTU 8, 2012 49

Volfová A., Šmejkal M.: Geostatistical Methods in R

p l o t ( variogram ( g ) , model=g$model )

The model of coregionalization is shown in figure 17. The upper figure is variogram of samples
of A. The empirical variogram does not look good due to small number of input samples.
Look at the improvement of variogram for C (lower right) where the number of samples is
about three times larger. The lower left figure is the pseudo cross–variogram. The covariance
model is identical (spherical in this case) for all three variograms, as well as the range was
maintained (about 0.3). This means that the covariables behave similarly in space — they
show the same degree of dependence for given distance. Since we gained linear model of
coregionalization, we can proceed to prediction using ordinary cokriging.

Figure 17: Variogram and pseudo cross–variogram of A and C.

The prediction step in R is actually very simple. It is literally a single command of method
predict.gstat method. This method distinguishes (based on input data) what prediction
method to use. There are actually two predictions made. One for our primary variable and
one for the secondary one, because the method does not make a difference between those
variables (i.e. we never specify which one is the primary one).
# gr i s the p r e d i c t i o n g r i d
CK <− p r e d i c t . g s t a t ( g , g r )

Comparisons of some statistics are listed in table 3. The contribution of C variable to the
prediction of A is obvious. The extreme values got closer to real extreme values of A. The
same holds for the median and mean. Values of variation of prediction got significantly lower.

Geoinformatics FCE CTU 8, 2012 50

Volfová A., Šmejkal M.: Geostatistical Methods in R

Data Min. Med. Mean Max. Mean of Max.var.

var.pred. of pred.
A real 0.0 289.8 286.1 517.0 – –
OK A 98.2 277.4 280.8 482.4 2804 5329
CK A, C 42.3 279.6 281.0 482.4 1617 3293
Data Min. Mean Max. Med. of Med. of RMSE
diff. diff. diff. diff. abs(diff.)
OK A -153.5 -5.1 179.1 -4.1 32.2 49.1
CK A, C -177.0 -5.1 166.4 -3.0 30.8 46.8

Table 3: Comparison of ordinary kriging (OK) a ordinary cokriging (CK).

RMSE stands for root mean square error:

v
u n
u1 X
RM SE = t (Z ∗ (xi ) − Z(xi ))2 .
n i=1

The best result presentation is visualization of the predictions (figure 18) and the prediction
errors (figure 19). It is obvious that the cokriging prediction describes the regions with
extreme values more precisely. However, we can see that the kriging prediction did a good
job too. It is thanks to relatively sufficient number of samples and (more importantly) their
proper layout. It is only on us to decide whether this prediction is accurate enough or not.
If not, we need to provide the prediction with samples of another variable that is highly
correlated with the primary one and that has more dense sampling. The question is whether
the improvement is worth the cost of the secondary variable data set. Let us pay attention to
the errors figure, particularly on the middle map with real errors. We can see that in case of
ordinary cokriging a red cloud of errors appeared in the middle. This is a somewhat negative
impact of the C samples. Let us recall that the C variable is derived not only from A but
also from B variable (figure 13) that has a large region of negative values exactly in the place
where the red cloud of errors appeared. This region effected the C samples as well as the final
prediction of A. This may have a dangerous impact on the prediction when using a secondary
variable. This is why the degree of dependency of the covariables has to be really high.

5. Conclusion

Both methods, ordinary kriging and ordinary cokriging, were shown to lead to a successful
prediction. As we expected, the gain of the secondary variable was obvious. However, we
always need to consider the cost of obtaining it and a the quality of the prediction without it.
We did much more combinations of covariables during this project that were not mentioned
in the paper. We worked with yet another variable that was not so correlated to the primary
one. The results in that case were not good which we expected. We tried different sample
layouts for primary and secondary variable. The biggest gain in prediction was achieved
when the primary data set was so sparse that prediction by ordinary kriging was almost
impossible to process (we cannot create the variogram). By adding the secondary variable,
the prediction gave us quite decent results. We also tried to use the same primary variable
as in this paper and the secondary variable just with the difference in sample locations —
they did not overlap with the primary variable samples (their count was still about three

Geoinformatics FCE CTU 8, 2012 51

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 18: Ordinary kriging and ordinary cokriging for A and C (left upper – real values of
A, right upper – samples (red – A, blue – C), left lower – ordinary kriging, right lower –
ordinary cokriging).

times higher than number of samples for primary variable). This is the case where we cannot
tell how good the spatial dependency of the covariables is and so it is harder to create the
linear model of coregionalization. Results of such prediction were not that good as in the case
presented in this paper, however we still managed to enhance the prediction of the primary
variable.

This paper was originally made for educational purposes. It shows how to do basic spatial
data analysis and how to predict values of some phenomenon in unsampled locations. Two
methods were described — ordinary kriging and ordinary cokriging. Readers of this paper
were provided with a step–by–step prediction process in R environment.

Acknowledgments The project was supported by grant SGS11/003/OHK1/1T/11. Many

thanks belong to Prof. Dr. Jürgen Pilz who became a great inspiration leading to includ-
ing geostatistics and project R into the Geoinformatics programme at the Czech Technical
University.

Geoinformatics FCE CTU 8, 2012 52

Volfová A., Šmejkal M.: Geostatistical Methods in R

Figure 19: Prediction errors. Upper row for ordinary kriging, lower row for ordinary cokrig-
ing; Left: Variation of prediction, middle: Real estimation errors, right: Absolute values of
estimation errors (circle – A, plus – C).

References

[1] Wackernagel, H. (2003): Multivariate Geostatistics. - 3rd edition. - Springer, Germany.

[2] Isaaks, E. H.; Srivastava, R. M. (1989): Applied Geostatistics. - Oxford University Press,
New York.
[3] Rossiter, D. G.: Co-kriging with the gstat Package of the R Environment for Statistical
Computing. - Web: http://www.itc.nl/ rossiter/teach/R/R ck.pdf.
[4] CRAN Task View: Analysis of Spatial Data. - Web: http://cran.r-project.org/web/
views/Spatial.html.
[5] The Comprehensive R Archive Network. - Web: http://cran.r-project.org.
[6] Cressie, N. (1993): Statistics for spatial data. - Wiley Interscience.
[7] Hengl, T.: A Practical Guide to Geostatistical Mapping. - 2nd edition. - Office for Of-
ficial Publications of the European Communities, Luxembourg. - Web: http://spatial-
analyst.net/book/.
[8] Diggle, P. J.; Riberio, P. J. Jr. (2007): Model–based Geostatistics. - Springer.
[9] Pilz, J. (Ed.) (2009): Interfacing Geostatistics and GIS. - Paper: Bayesian Trans-Gaussian
Kriging with Log-Log Transformed Skew Data by Spöck G., Kazianka H., and Pilz J.. -
Springer.

Geoinformatics FCE CTU 8, 2012 53

Geoinformatics FCE CTU 8, 2012 54