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>.