Introducing multivator: A multivariate emulator

Abstract

A multivariate generalization of the emulator technique described by Hankin (2005) is presented in which random multivariate functions may be assessed. In the standard univariate case (Oakley 1999), a Gaussian process, a finite 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.