Multivariate solvers

In addition to the regular EOF solvers, eofs also provides a set of multivariate EOF solvers. These are intended to simplify combined EOF analysis of multiple fields, a good example of this type of analysis is the canonical realtime-multivariate-MJO index calculation of Wheeler and Hendon (2004).

The multivariate solvers are all named MultivariateEof and are kept in the sub-package eofs.multivariate. The structure of this package mirrors the structure of the main package, so the multivariate solver for the standard interface is accessed with:

from eofs.multivariate.standard import MultivariateEof

and similarly for the other interfaces.

These solvers behave in the same way as the regular solvers, except that they take a list of fields as input, and return lists of spatial fields. For example:

msolver = MultivariateEof([data1, data2, data3])
eofs_data1, eofs_data2, eofs_data3 = msolver.eofs()

Multivariate EOF analysis only yields a single set of PCs and eigenvalues etc. some calls will be identical to the regular solvers:

pcs = msolver.pcs()