marginal_covariances: estimates marginal covariances (e.g. row and column...

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

estimates marginal covariances (e.g. row and column covariances) of bi-dimensional sample

Description

estimates marginal covariances (e.g. row and column covariances) of bi-dimensional sample

Usage

marginal_covariances(Data)

Arguments

Data	a (non-empty) N x d1 x d2 array of data values. The first direction indices the N observations, each consisting of a d1 x d2 discretization of the surface, so that Data[i,,] corresponds to the i-th observed surface.

Value

A list containing the row covariance (C1) and column covariance (C2)

Examples

Data  <-  rmtnorm(30, C1, C2)
marginal.cov  <- marginal_covariances(Data)

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