Covariance is of universal prevalence across various disciplines within statistics. CovTools 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 sections below for a comprehensive list of functions provided from the package.
From inference on manifolds perspective, we have following functions,
name of a function | description |
CovDist | compute pairwise distance of covariance matrices |
CovMean | compute mean covariance matrix |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.