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]

covsep_1.1.0.tar.gz
covsep_1.1.0.zip(r-4.5)covsep_1.1.0.zip(r-4.4)covsep_1.1.0.zip(r-4.3)
covsep_1.1.0.tgz(r-4.4-any)covsep_1.1.0.tgz(r-4.3-any)
covsep_1.1.0.tar.gz(r-4.5-noble)covsep_1.1.0.tar.gz(r-4.4-noble)
covsep_1.1.0.tgz(r-4.4-emscripten)covsep_1.1.0.tgz(r-4.3-emscripten)
covsep.pdf |covsep.html✨
covsep/json (API)

Peer review:

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

On CRAN:

10 exports 0.51 score 1 dependencies 13 scripts 176 downloads

Last updated 6 years agofrom:c2c4be3a9c. Checks:OK: 7. Indexed: yes.

Exports:clt_testempirical_bootstrap_testgaussian_bootstrap_testgenerate_surface_dataHS_empirical_bootstrap_testHS_gaussian_bootstrap_testmarginal_covariancesprojected_differencesrenormalize_mtnormrmtnorm

Dependencies:mvtnorm