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 arXiv:1505.02023.

Install the latest version of this package by entering the following in R:

`install.packages("covsep")`

Author | Shahin Tavakoli [aut, cre], Davide Pigoli [ctb], John Aston [ctb] |

Date of publication | 2016-01-28 20:45:37 |

Maintainer | Shahin Tavakoli <s.tavakoli@statslab.cam.ac.uk> |

License | GPL-2 |

Version | 1.0.0 |

http://arxiv.org/abs/1505.02023 |

**C1:** A covariance matrix

**C2:** A covariance matrix

**clt_test:** Test for separability of covariance operators for Gaussian...

**covsep:** covsep: tests for determining if the covariance structure of...

**difference_fullcov:** compute the difference between the full sample covariance and...

**empirical_bootstrap_test:** Projection-based empirical bootstrap test for separability of...

**gaussian_bootstrap_test:** Projection-based Gaussian (parametric) bootstrap test for...

**generate_surface_data:** Generate surface data

**HS_empirical_bootstrap_test:** Empirical bootstrap test for separability of covariance...

**HS_gaussian_bootstrap_test:** Gaussian (parametric) bootstrap test for separability of...

**marginal_covariances:** estimates marginal covariances (e.g. row and column...

**projected_differences:** Compute the projection of the rescaled difference between the...

**renormalize_mtnorm:** renormalize a matrix normal random matrix to have iid entries

**rmtnorm:** Generate a sample from a Matrix Gaussian distribution

**SurfacesData:** A data set of surfaces

C1 | Man page |

C2 | Man page |

clt_test | Man page |

covsep | Man page |

covsep-package | Man page |

difference_fullcov | Man page |

empirical_bootstrap_test | Man page |

gaussian_bootstrap_test | Man page |

generate_surface_data | Man page |

HS_empirical_bootstrap_test | Man page |

HS_gaussian_bootstrap_test | Man page |

marginal_covariances | Man page |

projected_differences | Man page |

renormalize_mtnorm | Man page |

rmtnorm | Man page |

SurfacesData | Man page |

NAMESPACE

data

data/C1.rda

data/SurfacesData.rda

data/C2.rda

R

R/covsep.R
MD5

DESCRIPTION

man

man/C2.Rd
man/SurfacesData.Rd
man/gaussian_bootstrap_test.Rd
man/rmtnorm.Rd
man/covsep.Rd
man/generate_surface_data.Rd
man/empirical_bootstrap_test.Rd
man/renormalize_mtnorm.Rd
man/HS_empirical_bootstrap_test.Rd
man/projected_differences.Rd
man/difference_fullcov.Rd
man/C1.Rd
man/HS_gaussian_bootstrap_test.Rd
man/clt_test.Rd
man/marginal_covariances.Rd
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