Package: covsep 1.1.0

covsep: 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, 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> <arxiv:1505.02023>.

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

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# Install 'covsep' in R:
install.packages('covsep', repos = c('https://stavakol.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/stavakol/covsep/issues

Datasets:
  • C1 - A covariance matrix
  • C2 - A covariance matrix
  • SurfacesData - A data set of surfaces

On CRAN:

2.11 score 13 scripts 178 downloads 10 exports 1 dependencies

Last updated 7 years agofrom:c2c4be3a9c. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-winOKNov 22 2024
R-4.5-linuxOKNov 22 2024
R-4.4-winOKNov 22 2024
R-4.4-macOKNov 22 2024
R-4.3-winOKNov 22 2024
R-4.3-macOKNov 22 2024

Exports:clt_testempirical_bootstrap_testgaussian_bootstrap_testgenerate_surface_dataHS_empirical_bootstrap_testHS_gaussian_bootstrap_testmarginal_covariancesprojected_differencesrenormalize_mtnormrmtnorm

Dependencies:mvtnorm