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> <> <arXiv:1505.02023>.

Getting started

Package details

AuthorShahin Tavakoli [aut, cre], Davide Pigoli [ctb], John Aston [ctb]
MaintainerShahin Tavakoli <>
Package repositoryView on CRAN
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covsep documentation built on May 2, 2019, 11:12 a.m.