generate_surface_data: Generate surface data

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

Description

Generate samples of surface data

Usage

generate_surface_data(N, C1, C2, gamma, distribution = "gaussian")

Arguments

N	sample size
C1	row covariance
C2	column covariance
gamma	parameter to specify how much the covariance is separable.
distribution	distribution of the data

Value

A N x dim(C1)[1] x dim(C2)[1] array containing the generated data

Details

gamma can take values between 0 and 1; gamma=0 corresponds to a separable covariance, gamma=1 corresponds to a non-separable covariance (described in the paper http://arxiv.org/abs/1505.02023). Values of gamma between 0 and 1 corresponds to an interpolation between these two covariances

distribution can take the values 'gaussian' or 'student'

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

Examples

Data = generate_surface_data(30, C1, C2, gamma=0)

stavakol/covsep documentation built on May 30, 2019, 10:43 a.m.