Man pages for CovTools
Statistical Tools for Covariance Analysis

CovDistCompute pairwise distance for symmetric positive definite...
CovEst.adaptiveCovariance Estimation via Adaptive Thresholding
CovEst.hardCovariance Estimation via Hard Thresholding
CovEst.hardPDCovariance Estimation via Hard Thresholding under...
CovEst.nearPDCovariance Estimation via Nearest Positive-Definite Matrix...
CovEst.softCovariance Estimation via Soft Thresholding
CovMeanEstimate mean covariance matrix
CovTest1One-Sample Tests for Covariance Matrices
CovTest2Two-Sample Tests for Covariance Matrices
CovTools-packageA Collection of Geometric and Statistical Tools for...
PreEst.banded1Bayesian Estimation of a Banded Precision Matrix (Banerjee...
PreEst.banded2Bayesian Estimation of a Banded Precision Matrix (Lee 2017)
PreEst.banded3Banded Precision Matrix Estimation via Bandwidth Test
PreEst.glassoPrecision Matrix Estimation via Graphical Lasso
samplecovsGenerate Sample Covariances of 2 groups
CovTools documentation built on May 20, 2018, 5:03 p.m.