258254296.

xls [Notes]

CONFIDENTIAL : SUBJECT TO ATTORNEY CLIENT AND WORK PRODUCT PRIVILEGES

Setting
Measure data at points along a line in 1D, 2D, or 3D, at unit intervals.
Objective
Evaluate the kriged estimates at intermediate points along this line.
Methodology
The variogram is computed with a macro. Five models are accommodated.
The "range" is not the conventional range in every case, but is designed to match variogram slopes at zero. See [test] for examples.
Simulate the data in any way you want--type them in, simulate them, or, as set up here, as moving averages of iid Normal variates.
Results
For nonzero nuggets, the plot will show the very limited sense in which kriging is "exact:"
the kriged curve jumps discontinuously to meet the data values.
Sensitivity
These results are robust to all assumptions made in the simulation. In particular, qualitatively similar results
would be achieved:
* By using any other variogram model
* By using any set of nonconstant data
* By spacing the data irregularly
* By kriging fully in 2D or 3D, rather than along a line.
* By using more than two nearest neighbors

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258254296.xls [Test]
H
0.00
0.000100
1.00
2.00
3.00
4.00
5.00
6.00
7.00
8.00
9.00
10.00
11.00
12.00
13.00
14.00
15.00
16.00
17.00
18.00
19.00
20.00
21.00
22.00
23.00
24.00
25.00
26.00
27.00
28.00
29.00
30.00

Current
#VALUE!
#VALUE!
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#VALUE!
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#VALUE!
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#VALUE!

Spherical ponential Gaussian

#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!
#VALUE! #VALUE! #VALUE!

Linear
#VALUE!
#VALUE!
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#VALUE!
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r with sill
#VALUE!
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#VALUE!
#VALUE!

Variograms
12.000
10.000
8.000
6.000
Spherical
Exponential
Gaussian
Linear w ith sill

4.000
2.000
0.000
0.00

5.00

10.00

15.00

20.00

25.00

30.00

35.00

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258254296.xls [Simulation]

CONFIDENTIAL : SUBJECT TO ATTORNEY CLIENT AND WORK PRODUCT PRIVILE

Name

Value Description

Type
Nugget
Range
Sill
Gamma
Text 1
Text 2
Text 3
Text 4
Sqrt(Sill)

1
2.500
10.000
37.500
#VALUE!

Coordinates Estimates

0=nugget, 1=spherical, 2=exponential, 3=gaussian, etc.

Minimum for 1,1-DCA is 1.167
1,1-DCA was 40 for sill+nugget
Covariance at h=1

Nugget = 2.5
Range = 10
Sill = 37.5
Spherical
6.124

The Sense in Which Kriging is "Exact"

25.00
20.00

Values
Estimates
Samples

15.00
10.00
Value

5.00

Spherical

Range = 10
Nugget = 2.5
Sill = 37.5

(5.00)
(10.00)
(15.00)

Coordinate

Variogram
12.00
10.00
8.00
6.00
4.00
2.00
0.00
0.00

5.00

10.00

15.00

20.00

25.00

30.00

35.00

0.0004
0.1253
0.2502
0.3751
0.5000
0.6249
0.7498
0.8747
0.9996
1.0000
1.0004
1.1253
1.2502
1.3751
1.5000
1.6249
1.7498
1.8747
1.9996
2.0000
2.0004
2.1253
2.2502
2.3751
2.5000
2.6249
2.7498
2.8747
2.9996
3.0000
3.0004
3.1253
3.2502
3.3751
3.5000
3.6249
3.7498
3.8747
3.9996
4.0000
4.0004
4.1253
4.2502
4.3751
4.5000
4.6249
4.7498
4.8747
4.9996
5.0000
5.0004
5.1253
5.2502
5.3751

#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
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#VALUE!
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#VALUE!
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#VALUE!
3/6

258254296.xls [Simulation]

Name

Value Description

Coordinates Estimates
5.5000
#VALUE!
5.6249
#VALUE!
5.7498
#VALUE!
5.8747
#VALUE!
5.9996
#VALUE!
6.0000
#VALUE!
6.0004
#VALUE!
6.1253
#VALUE!
6.2502
#VALUE!
6.3751
#VALUE!
6.5000
#VALUE!
6.6249
#VALUE!
6.7498
#VALUE!
6.8747
#VALUE!
6.9996
#VALUE!
7.0000
#VALUE!
7.0004
#VALUE!
7.1253
#VALUE!
7.2502
#VALUE!
7.3751
#VALUE!
7.5000
#VALUE!
7.6249
#VALUE!
7.7498
#VALUE!
7.8747
#VALUE!
7.9996
#VALUE!
8.0000
#VALUE!
8.0004
#VALUE!
8.1253
#VALUE!
8.2502
#VALUE!
8.3751
#VALUE!
8.5000
#VALUE!
8.6249
#VALUE!
8.7498
#VALUE!
8.8747
#VALUE!
8.9996
#VALUE!
9.0000
#VALUE!
9.0004
#VALUE!
9.1253
#VALUE!
9.2502
#VALUE!
9.3751
#VALUE!
9.5000
#VALUE!
9.6249
#VALUE!
9.7498
#VALUE!
9.8747
#VALUE!
9.9996
#VALUE!
10.0000
#VALUE!
10.0004
#VALUE!
10.1253
#VALUE!
10.2502
#VALUE!
10.3751
#VALUE!
10.5000
#VALUE!
10.6249
#VALUE!
10.7498
#VALUE!
10.8747
#VALUE!
10.9996
#VALUE!
11.0000
#VALUE!

4/6

258254296.xls [Simulation]

ND WORK PRODUCT PRIVILEGES

Weights
#VALUE!
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#VALUE!
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#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

Normal PreSim Wts variates Values

0.0627
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.0627
0.0004
0.0627
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.0627
0.0004
0.0627
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.0627
0.0004
0.0627
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.0627
0.0004
0.0627
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.1249
0.0627
0.0004
0.0627
0.1249
0.1249
0.1249

(0.407)
(0.077)
(1.370)
(0.115)
(1.391)
0.752
(0.056)
0.492
(0.311)
0.098
0.678
0.317
1.372
0.766
(1.250)
(0.120)
2.333
(0.270)
1.296
0.094
(0.995)
0.232
0.096
2.449
0.482
1.901
(0.043)
(1.276)
(0.011)
1.350
0.630
0.442
2.288
1.082
(0.269)
0.123
0.044
1.773
2.393
0.177
0.630
1.274
0.246
1.043
(0.507)
(0.874)
1.832
0.556
0.778
(1.067)
(1.872)
0.009
1.565
(0.333)

(0.630)
(0.446)
0.066
0.821
0.420
0.868
1.427
1.351
1.407
1.462
1.286
1.248
1.170
1.550
1.449
2.563
2.589
1.314
1.408
1.180
1.291
1.624
2.350
2.699
1.738
1.612
0.956
1.597
2.472
2.474
2.584
2.923
2.854
2.414
1.852
1.639
2.242
2.423
1.935
1.510
1.178
1.069
1.172
0.968
1.207
1.310
2.076
1.136
0.952

Nugget
0.102
0.059
(1.055)
0.696
(0.920)
2.924
2.602
(0.310)
(0.620)
0.351
2.246
0.384
0.564
(1.009)
(0.253)
(4.857)
2.232
(0.989)
0.395
2.101
(0.656)
0.118
1.789
(0.067)
(0.252)
2.425
0.978
(0.785)
(0.805)
0.817
1.603
0.003
0.030
(0.250)
(3.808)
1.697
0.904
0.936
(3.698)
1.156
0.893
(0.324)
(0.633)
0.514
(2.682)
(3.410)
(0.752)
0.951
0.595
(2.026)
(0.556)
0.670
(0.144)
(2.207)
1.637

Values

Samples
-

(1.257)
(3.040)
(0.215)
5.376
4.815
5.703
9.303
7.266
8.364
4.098
10.106
6.652
7.557
11.592
8.220
15.811
17.646
7.982
8.369
9.651
8.886
9.158
13.586
17.342
12.248
9.873
5.883
9.531
11.330
16.849
16.729
18.835
13.777
15.939
12.237
9.712
13.098
15.353
9.166
5.834
6.460
7.500
7.772
3.900
6.832
8.692
12.571
4.752
7.464

(1.05)

7.79

10.49

12.42

8.21

Y0
0
0
0
0
0
0
0
0
0
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
8.213224
8.213224
8.213224
8.213224
8.213224

Y+ Gamma- Gamma+
0
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
-1.052256
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
7.79224
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
10.48916
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
12.42139
8.213224
8.213224
8.213224
8.213224
8.213224
8.213224
8.213224
8.213224
8.213224
8.213224
0.17987
0.17987
0.17987
0.17987

#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
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#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
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#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!

#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
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#VALUE!
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#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
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#VALUE!
#VALUE!
#VALUE!
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#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
#VALUE!
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#VALUE!
5/6

258254296.xls [Simulation]
Normal PreWeights
Sim Wts variates Values Nugget Values Samples
Y#VALUE!
0.1249
1.719
0.813
0.492
5.470
8.213224
#VALUE!
0.1249
(0.215)
0.689
3.882
8.102
8.213224
#VALUE!
0.1249
1.296
0.683
(2.143)
2.042
8.213224
#VALUE!
0.1249
(0.829)
1.177
(1.400)
5.809
8.213224
#VALUE!
0.0627
0.066
0.456
1.295
4.089
8.213224
#VALUE!
0.0004
(0.777)
0.415
(0.042)
2.499
0.18
8.21
#VALUE!
0.0627
(0.706) (0.387)
0.117
(2.253)
8.21
#VALUE!
0.1249
(0.955)
0.016
0.049
0.145
8.21
#VALUE!
0.1249
1.407 (0.390)
0.336
(2.051)
8.21
#VALUE!
0.1249
(0.476) (0.065)
1.641
1.243
8.21
#VALUE!
0.1249
(0.450) (0.077)
(0.683) (1.153)
8.21
#VALUE!
0.1249
(0.550) (0.300)
(2.085) (3.924)
8.21
#VALUE!
0.1249
0.925 (0.431)
(1.587) (4.229)
8.21
#VALUE!
0.1249
0.148 (0.674)
0.193
(3.935)
8.21
#VALUE!
0.0627
0.180 (1.342)
(2.147)
###
8.21
#VALUE!
0.0004
(0.072) (1.140)
(0.750) (7.730)
8.21
#VALUE!
0.0627
(1.267) (0.608)
(1.179) (4.905)
8.21
#VALUE!
0.1249
(0.725)
0.172
0.478
1.529
8.21
#VALUE!
0.1249
(1.642) (0.013)
2.265
2.183
8.21
#VALUE!
0.1249
(0.485)
0.161
1.022
2.008
8.21
#VALUE!
0.1249
0.098
0.128
0.665
1.447
8.21
#VALUE!
0.1249
1.055 (0.039)
0.582
0.344
8.21
#VALUE!
0.1249
1.658
0.045
(1.541) (1.265)
8.21
#VALUE!
0.1249
0.402
0.453
(1.214)
1.560
8.21
#VALUE!
0.0627
1.278
1.053
0.715
7.161
8.21
#VALUE!
0.0004
(1.289)
0.999
(0.768)
5.351
8.21
#VALUE!
0.0626
(0.940)
0.802
2.046
6.956
8.21
#VALUE!
0.1249
(0.398) (0.212)
1.476
0.176
8.21
#VALUE!
0.1249
0.430 (1.045)
1.210
(5.188)
8.21
#VALUE!
0.1249
0.055 (1.223)
1.323
(6.169)
8.21
#VALUE!
0.1249
(0.636) (1.448)
1.718
(7.149)
8.21
#VALUE!
0.1249
(0.461) (1.368)
2.127
(6.253)
8.21
#VALUE!
0.1249
(1.816) (1.466)
1.556
(7.424)
8.21
#VALUE!
0.1249
(0.699) (1.665)
0.217
(9.977)
8.21
#VALUE!
0.0626
(0.207) (1.691)
0.841
(9.513)
8.21
#VALUE!
0.0004
1.835 (1.492)
(1.670)
###
8.21
#VALUE!
0.0626
0.440 (1.446)
0.563
(8.291)
8.21
#VALUE!
0.1249
(0.748) (1.381)
0.761
(7.698)
8.21
#VALUE!
0.1249
(0.959) (0.888)
(1.417) (6.857)
8.21
#VALUE!
0.1249
0.355 (0.298)
(0.388) (2.215)
8.21
#VALUE!
0.1249
0.618 (0.264)
(0.437) (2.052)
8.21
#VALUE!
0.1249
(0.505) (0.204)
(2.021) (3.273)
8.21
#VALUE!
0.1249
(0.278) (0.225)
(1.681) (3.061)
8.21
#VALUE!
0.1249
(0.421)
0.141
5.516
6.380
8.21
#VALUE!
0.0626
1.937
0.097
0.183
0.777
8.21
#VALUE!
0.0004
(1.827)
0.008
1.622
1.668
8.21
#VALUE!
0.0626
0.347
0.186
8.21
#VALUE!
0.1249
0.161
0.191
8.21
#VALUE!
0.1249
0.289
0.463
8.21
#VALUE!
0.1249
(1.084)
0.632
8.21
#VALUE!
0.1249
0.102
4.340
8.21
#VALUE!
0.1249
1.123
8.21
#VALUE!
0.1249
(0.489)
8.21
#VALUE!
0.1249
0.490
8.21
#VALUE!
0.0626
0.117
8.21
#VALUE! (5.4998) (0.260)
8.21
0.616

Y+
0.17987
0.17987
0.17987
0.17987
0.17987
0.18
0.18
0.18
0.18
0.18
0.18
0.18
0.18
0.18
0.18
0.18
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0.18
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0.18
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0.18
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0.18
0.18
0.18
0.18
0.18
0.18

Gamma#VALUE!
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