1. A method for quantifying at least one of anaesthesia and a state of vigilance from a plurality of parameters acquired from a subject, said method comprising the steps of: acquiring a plurality of p parameters pertaining to said subject, said parameters being selected from a first parameter group comprising electrocardiogram data acquired from said subject, a heart rate, a heart rate variability, a blood pressure, a blood pressure variability, a breathing gas composition, a pharmacokinetic/pharmacodynamic modelled effect site concentration and/or plasma concentration, and/or a second parameter group comprising electroencephalogram data and/or auditory evoked potential data acquired from said subject, and/or a third parameter group comprising subject data and/or medication data; wherein p≧2, and at least one of said p parameters is selected from said first parameter group or said second parameter group; wherein said parameters of at least one of said first parameter group and said second parameter group are acquired continuously or at predetermined time intervals by monitoring said subject; and determining an indicator that performs at least one of quantifying a depth of anaesthesia, detecting intraoperative awareness and quantifying an analgesic component of anaesthesia or a state of vigilance of said subject from said p parameters; wherein said step of determining said indicator comprises a step of combining said p parameters, wherein said number p of parameters is variable while monitoring said subject; wherein said step of determining said indicator comprises the steps of: determining a first sub-indicator based on a first subset of parameters chosen among said p parameters and/or based on a comparison with a first training set of data, wherein said first sub-indicator is adapted to characterize a first aspect of an anaesthesia or vigilance state of said subject; determining a second sub-indicator based on at least one of a second subset of parameters chosen among said p parameters and a comparison with a second training set of data, said second subset of parameters being different from said first subset of parameters and/or said second training set of data being different from said first training set of data, wherein said second sub-indicator is adapted to characterize a second aspect of an anaesthesia or vigilance state of said subject; and combining said first sub-indicator and said second sub-indicator to compute said indicator.