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

Description Main functions References


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 cov(X) = C_1 x C_2. A complete descriptions of the implemented tests can be found in the paper Aston et al. (2017); see references below.

Main functions

The main functions are


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>.

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

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