covsep: Tests for Determining if the Covariance Structure of 2-Dimensional Data is Separable

Functions for testing if the covariance structure of 2-dimensional data (e.g. samples of surfaces X_i = X_i(s,t)) is separable, i.e. if covariance(X) = C_1 x C_2. A complete descriptions of the implemented tests can be found in the paper Aston, John A. D.; Pigoli, Davide; Tavakoli, Shahin. Tests for separability in nonparametric covariance operators of random surfaces. Ann. Statist. 45 (2017), no. 4, 1431--1461. <doi:10.1214/16-AOS1495> <https://projecteuclid.org/euclid.aos/1498636862> <arXiv:1505.02023>.

Getting started

Package details

AuthorShahin Tavakoli [aut, cre], Davide Pigoli [ctb], John Aston [ctb]
MaintainerShahin Tavakoli <[email protected]>
LicenseGPL-2
Version1.1.0
URL http://arxiv.org/abs/1505.02023
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("covsep")

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covsep documentation built on May 6, 2018, 5:04 p.m.