Covariance Matrix Tests

Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) . Covariance matrix tests use C++ to speed performance and allow larger data sets.


Reference manual

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0.1.4 by Ben Barnard, a year ago

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Authors: Ben Barnard [aut, cre] , Dean Young [aut]

Documentation:   PDF Manual  

GPL-2 license

Imports rlang, purrr, Rcpp

Linking to Rcpp, RcppArmadillo

System requirements: C++11

See at CRAN