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Handle multivariate responses with HSGP #1306

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Run time

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Job	Run time
Set up Python 3.10	36m 40s
Set up Python 3.10	39m 11s
Set up Python 3.11	37m 45s
Set up Python 3.11	39m 56s
Set up Python 3.12	44m 7s
Set up Python 3.12	42m 44s
	4h 0m 23s