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

Description Main functions


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 arXiv:1505.02023.

Main functions

The main functions are

  • clt_test,

  • gaussian_bootstrap_test,

  • empirical_bootstrap_test,

  • HS_gaussian_bootstrap_test,

  • HS_empirical_bootstrap_test

Search within the covsep package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.