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 et al. (2017) <doi:10.1214/16-AOS1495> <doi:10.48550/arXiv.1505.02023>.

Getting started

Package details

AuthorShahin Tavakoli [aut, cre] (ORCID: <https://orcid.org/0000-0002-6323-6227>), Davide Pigoli [ctb], John Aston [ctb]
MaintainerShahin Tavakoli <shahin.tavakoli@unige.ch>
LicenseGPL-2
Version1.1.1
URL https://doi.org/10.1214/16-AOS1495
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 June 26, 2026, 5:08 p.m.