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.


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install.packages("covTestR")

0.1.4 by Ben Barnard, 8 months ago


https://covtestr.bearstatistics.com


Report a bug at https://github.com/BenBarnard/covTestR/issues


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


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