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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | covsep_1.1.0.tar.gz |
158.1 KiB |
1.1.0 |
rolling linux/noble R-4.5 | covsep_1.1.0.tar.gz |
158.0 KiB |
1.1.0 |
rolling source/ R- | covsep_1.1.0.tar.gz |
103.2 KiB |
1.1.0 |
latest linux/jammy R-4.5 | covsep_1.1.0.tar.gz |
158.1 KiB |
1.1.0 |
latest linux/noble R-4.5 | covsep_1.1.0.tar.gz |
158.0 KiB |
1.1.0 |
latest source/ R- | covsep_1.1.0.tar.gz |
103.2 KiB |
1.1.0 |
2026-04-26 source/ R- | covsep_1.1.0.tar.gz |
103.2 KiB |
1.1.0 |
2026-04-23 source/ R- | covsep_1.1.0.tar.gz |
103.2 KiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | covsep_1.1.0.zip |
161.0 KiB |
1.1.0 |
2025-04-20 source/ R- | covsep_1.1.0.tar.gz |
103.2 KiB |
Dependencies (latest)
Imports
- mvtnorm (>= 1.0.4)