Using the scallop data (description),
first transform to normality as in the paper.
1) Compute sample variograms along the coordinate axes and the
45-degree lines (so four separate variograms). Fit a variogram model
for the data (for example, as in the paper, or choosing your own
parameterized function).
2) Use your covariance structure from above and pretend that it can be
treated as known. Fit a kriging surface to the data. For this
assignment, you can use the sample average as the truth and do simple
kriging, or you can do ordinary kriging or Bayesian kriging. To make
sure the anisotropy is handled correctly, it would be good for you to
write your own code to do this.