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 arXiv:1505.02023.

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
URLs

View on CRAN

Man pages

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

Files in this package

covsep
covsep/NAMESPACE
covsep/data
covsep/data/C1.rda
covsep/data/SurfacesData.rda
covsep/data/C2.rda
covsep/R
covsep/R/covsep.R
covsep/MD5
covsep/DESCRIPTION
covsep/man
covsep/man/C2.Rd
covsep/man/SurfacesData.Rd
covsep/man/gaussian_bootstrap_test.Rd
covsep/man/rmtnorm.Rd
covsep/man/covsep.Rd
covsep/man/generate_surface_data.Rd
covsep/man/empirical_bootstrap_test.Rd
covsep/man/renormalize_mtnorm.Rd
covsep/man/HS_empirical_bootstrap_test.Rd
covsep/man/projected_differences.Rd
covsep/man/difference_fullcov.Rd
covsep/man/C1.Rd
covsep/man/HS_gaussian_bootstrap_test.Rd
covsep/man/clt_test.Rd
covsep/man/marginal_covariances.Rd