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

In covsep: Tests for Determining if the Covariance Structure of 2-Dimensional Data is Separable

covsep: tests for determining if the covariance structure of 2-dimensional data is separable

Description

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

• clt_test,

• gaussian_bootstrap_test,

• empirical_bootstrap_test,

• HS_gaussian_bootstrap_test,

• HS_empirical_bootstrap_test

Author(s)

Maintainer: Shahin Tavakoli [e-mail] (ORCID)

Authors:

• Shahin Tavakoli [e-mail] (ORCID)

Other contributors:

• Davide Pigoli [e-mail] [contributor]

• John Aston [e-mail] [contributor]

References

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>. <https://projecteuclid.org/euclid.aos/1498636862>

See Also

Useful links:

• \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/16-AOS1495")}

covsep documentation built on June 26, 2026, 5:08 p.m.