Calculating anomaly score for multivariate data set.

I have been using Luminol to calculate anomaly scores for a univariate data sets(Timestamp & Value) and getting good results. Now, I want to move into multivariate data sets(Timestamp & Value 1 & Value 2 & .... & Value N) and detect a single anomaly score based upon all values. I finding hard on how to proceed with this problem statement. Is there a way I can apply Luminol to this problem or could you suggest me a way on how to proceed?

Thank you.

The issue does not name any files, tests, or entry points. Start by reviewing Luminol's existing anomaly-scoring interface and documentation to determine whether multivariate input is supported; done would require a documented, maintainer-approved approach for producing one score from multiple values.

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