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

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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 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