Introducing multivator : A Multivariate Emulator

Abstract

A multivariate generalization of the emulator technique described byHankin (2005) is presented in which random multivariate functions may be assessed. In the standard univariate case (Oakley 1999), a Gaussian process, a nite number of observations is made; here, observations of different types are considered. The technique has the property that marginal analysis (that is, considering only a single observation type) reduces exactly to the univariate theory. The associated software is used to analyze datasets from the field of climate change.

Keywords

• emulator
• multivariate emulator
• BACCO