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covsep  

Tests for Determining if the Covariance Structure of 2-Dimensional Data is Separable
View on CRAN: Click here


Download and install covsep package within the R console
Install from CRAN:
install.packages("covsep")

Install from Github:
library("remotes")
install_github("cran/covsep")

Install by package version:
library("remotes")
install_version("covsep", "1.1.0")



Attach the package and use:
library("covsep")
Maintained by
Shahin Tavakoli
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-01-28
Latest Update: 2018-05-06
Description:
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. .
How to cite:
Shahin Tavakoli (2016). covsep: Tests for Determining if the Covariance Structure of 2-Dimensional Data is Separable. R package version 1.1.0, https://cran.r-project.org/web/packages/covsep. Accessed 06 Mar. 2026.
Previous versions and publish date:
1.0.0 (2016-01-28 20:45)
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