Introducing multivator: A Multivariate Emulator

Robin K. S. Hankin

Journal of Statistical Software, 2012, vol. 046, issue i08

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.

Date: 2012-02-06
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:046:i08

DOI: 10.18637/jss.v046.i08

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