Hello
I was wondering if there is a way to perform co kringing in Openturns ? The example included in here seems virtually to be able to handle multiple outputs but i dont think it actually takes into account the dependencies in the target variables.
There is no co-kriging model directly implemented in openTURNS for the moment. Nevertheless, connections have been made with other libraries that implement several co-krging models.
Especially, using the ot-smt module, you can directly use co-kriging models of surrogate model toolbox (SMT) with openTURNS.