I'm interested in using projection pursuit for decorrelating variables in geostatistical simulation, but a don't want to start from zero if there is any previous code.
I think there is an R package for this (open source software)
You might also want to do a search for "Independent Data Analysis"
Finally it is possible to do geostatistical simulation for multiple variables
1989, Myers,D.E.,Vector Conditional Simulation in Geostatistics, M.Armstrong (ed), D. Reidel Pub. (Proceedings of the Third International Geostatistical Congress, Avignon, France 5-9 September 1988), 283-293