Statistical Tools for Covariance Analysis

Covariance is of universal prevalence across various disciplines within statistics. We provide a rich collection of geometric and inferential tools for convenient analysis of covariance structures, topics including distance measures, mean covariance estimator, covariance hypothesis test for one-sample and two-sample cases, and covariance estimation. For an introduction to covariance in multivariate statistical analysis, see Schervish (1987) .


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install.packages("CovTools")

0.5.0 by Kisung You, 4 months ago


Browse source code at https://github.com/cran/CovTools


Authors: Kyoungjae Lee [aut] , Lizhen Lin [ctb] , Kisung You [aut, cre]


Documentation:   PDF Manual  


GPL (>= 3) license


Imports Rcpp, geigen, shapes, expm, mvtnorm, stats, Matrix, doParallel, foreach, parallel, pracma, Rdpack, utils

Linking to Rcpp, RcppArmadillo


Imported by NetworkDistance.


See at CRAN