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)
Covariance are of universal prevalence across various disciplines within statistics. This package aims at providing a rich collection of geometric and statistical tools for a variety of inferences on covariance structures as well as its inverse called precision matrix. See the package help file by
help("package-CovTools") in R console for the list of available functions.
You can install the released version of CovTools from CRAN with:
or the development version from github: