Thank you for your suggestions. I gave the gstat with weights argument a try, 
but I’m not sure about the results / my implementation.

I have worked out an example with the meuse dataset so I can share it with you:


coordinates(meuse) <- ~x+y

gridded(meuse.grid) = ~x+y

For a starting, let’s fit a standard universal kriging model:

# model 1: UK

v <- variogram(log(zinc)~sqrt(dist)+x+y, meuse)
var1 <- fit.variogram(v, vgm(1, "Sph", 700, 1))

m1 <- gstat(formula=log(zinc)~sqrt(dist), data=meuse, id='log_zinc',
predm1 <- predict(m1, meuse.grid)


Let’s now simulate some measurement variances. I will assume the standard error 
to be uniformly distributed, with values between 0.2 and 0.4 times the measured 

meuse$var <- (meuse$zinc*runif(155,0.1,0.2))^2


Let’s now fit a weighted UK model, using measurement precisions (= 1/variance) 
as weights:

# model 2: weighted UK

m2 <- update(m1, weights=1/log(meuse$var))
predm2 <- predict(m2, meuse.grid)

If we compare the results of both models, we shall see that the variability of 
the predictions has shrinked a bit in model 2, while the kriging variances have 


The spatial distribution of the variances has also changed, reflecting the 
spatial distribution of the measurement variances.

All good so far: the uncertainty of the measurements has influenced the kriging 
model, and now we obtain slightly less certain krigged values. But this does 
not answer my question, since we have not propagated the measurement 
uncertainty to the estimated field. You can see this by comparing the 
magnitudes of model 2 kriging variances to the measurement variances:


Ákos’ suggestion, i.e. to krige the measured values and their variances 
separately, is a good suggestion. We can still use the weights argument to 
krige the observations, and we shall get separated measurement and kriging 
variances, which is nice. If we suspect that there is a relation between the 
measured values and their errors (as it is the case in my simulated example), 
we could even use the trigged surface of the measurement as a coverable; I 

What do you think about that approached? Does it make sense, is it 
statistically correct regarding the kriging assumptions?

Also, I am a bit worried about the semivariogram model fitted, since there is 
no way that I have found to incorporate the error variances of the 
measurements. There is an Err argument to the vim function in gstat, but as I 
understand it a single error variance for the whole spatial field is expected, 
i.e. it does not work with spatially varying errors.



> El 7 oct 2016, a las 10:37, Edzer Pebesma <edzer.pebe...@uni-muenster.de> 
> escribió:
> If the only problem is to krige these data, the solution is pretty
> trivial; add a location specific value to the nugget; this is what
> Delhomme in 1978 coined as regression kriging [1] (kriging of regressed
> rather than observed values, using estimates + estimation errors).
> An implementation is found in gstat, look up argument "weights" in
> ?gstat; you can use this argument in gstat::krige
> Trickier is to infer the variogram of the underlying, unobserved
> stationary variable from your estimates + estimation errors, in
> particular when these estimation errors are rather large and/or vary
> strongly. Anyone knows a good ref to a paper that tackles that issue?
> [1] Delhomme, J. P. "Kriging in the hydrosciences." Advances in water
> resources 1.5 (1978): 251-266.
> On 07/10/16 10:27, Santiago Beguería wrote:
>> Dear Ákos,
>> I was referring to the former: I have data with two values at each location: 
>> measured value and uncertainty of the measurement. So, each observation is 
>> in fact a statistical variate, which we can assume is Gaussian distributed. 
>> Hence, my two values are the expected (mean) and the variance of the 
>> distribution.
>> Cheers,
>> Stg
>>> El 7 oct 2016, a las 8:39, Bede-Fazekas Ákos <bfalevl...@gmail.com> 
>>> escribió:
>>> Dear Santiago,
>>> you mean you have two values at each location (observed value and 
>>> uncertainty)? Or you have an observed value that is the sum of the real 
>>> value and the observation error (uncertainty). If the last, then I think 
>>> using the gstat::krige() function is straightforward, since the result of 
>>> the function contains the variance of the prediction ("Attributes columns 
>>> contain prediction and
>>> prediction variance"; 
>>> https://cran.r-project.org/web/packages/gstat/gstat.pdf).
>>> HTH,
>>> Ákos Bede-Fazekas
>>> Hungarian Academy of Sciences
>>> 2016.10.06. 11:52 keltezéssel, Santiago Beguería írta:
>>>> Dear R-sig-geo list members,
>>>> I am curious about what are sensible approaches to spatial interpolation, 
>>>> most especially by using kriging, in the context of uncertain data.
>>>> Suppose one has a dataset of values observed at different locations, and 
>>>> each value consists on the expected value and its variance. Variance here 
>>>> represents the uncertainty related to the observation, and shows spatial 
>>>> variation due to external factors, for instance the geological setting 
>>>> affecting the quality of the measurement.
>>>> How would you proceed to model the spatial distribution of this variable, 
>>>> including propagation of the (spatially varying)?
>>>> I suppose one approach could be by simulation, but at there other ways of 
>>>> propagating the uncertainty that do not involve potentially expensive (in 
>>>> computation time) simulation approaches?
>>>> Cheers,
>>>> Santiago Beguería
>>>> CSIC
>>>> Spain
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> -- 
> Edzer Pebesma
> Institute for Geoinformatics  (ifgi),  University of Münster
> Heisenbergstraße 2, 48149 Münster, Germany; +49 251 83 33081
> Journal of Statistical Software:   http://www.jstatsoft.org/
> Computers & Geosciences:   http://elsevier.com/locate/cageo/
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