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Introducing multivator: A Multivariate Emulator

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  • Hankin, Robin K. S.

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'99), 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.

Suggested Citation

  • Hankin, Robin K. S., 2012. "Introducing multivator: A Multivariate Emulator," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 46(i08).
    • Handle: RePEc:jss:jstsof:v:046:i08
    DOI: http://hdl.handle.net/10.18637/jss.v046.i08
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