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

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 covariance(X) = C_1 x C_2. A complete descriptions of the implemented tests can be found in the paper Aston et al. (2017) .


Reference manual

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install.packages("covsep")

1.1.1 by Shahin Tavakoli, 4 months ago


https://doi.org/10.1214/16-AOS1495


Browse source code at https://github.com/cran/covsep


Authors: Shahin Tavakoli [aut, cre] (ORCID: , Davide Pigoli [ctb] , John Aston [ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports mvtnorm


See at CRAN