Kronecker-Invariant Tests for High-Dimensional Separability Testing

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Documentation for package ‘kro.inv.test’ version 0.1.1

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dat2cov Sample covariance matrix of the data tensor.
elrt.alt Test statistic based on the extended LRT for sphericity testing under the alternative regime
elrt.null Test statistic based on the extended LRT for sphericity testing under the null
elrt.para Parameters of the transformation for the extended LRT statistic
elrt.power Empirical power of the test based on the extended LRT to the sample core under Gaussian populations
elrt.power.dat Empirical power of the test based on the extended LRT to the sample core with the given data
large.eig.alt Test statistic based on the largest eigenvalue of the sample core under the alternative regime
large.eig.null Test statistic based on the largest eigenvalue of the sample core under the null
large.eig.power Empirical power of the test based on the largest eigenvalue of the sample core under Gaussian populations
large.eig.power.dat Empirical power of the test based on the largest eigenvalue of the sample core with the given data
pi.core A covariance matrix with a partial-isotropy rank-r core.
pi.rank1.core Partial-isotropy rank-1 core
pi.rank2.core Partial-isotropy rank-2 core
pi.rank_r.core Partial-isotropy rank-r core.
sep.exp.alt Test statistic based on the separable expansion test under the alternative regime.
sep.exp.null Test statistic based on the separable expansion test under the null
sep.exp.power Empirical power of the test based on the separable expansion the sample core under Gaussian populations
sep.exp.power.dat Empirical power of the test based on the separable expansion of the sample core with the given data
sym.inv.root Inverse symmetric square root
sym.root Symmetric square root
tw.para Parameters of the transformation to obtain the Tracy-Widom law