Empirical Bayesian kriging implementation and usage.

We described the key features of the pragmatic geostatistical methodology aiming at resolving the following drawbacks of classical geostatistical models: assuming that the data is the realization of a stationary process; assuming that the data values are distributed according to Gaussian distribution; describing the data with a single generating model; not accounting for the model uncertainty in prediction; and not supporting coincident data and individual measurement errors. Our variant of empirical Bayesian kriging (EBK) is a fast and reliable solution for both automatic and interactive data interpolation. It can be used for interpolation of very large datasets up to billions of points.