package-CovTools: A Collection of Geometric and Statistical Tools for...

Description Geometric Methods

Description

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.

Geometric Methods

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

CovTools documentation built on Aug. 14, 2021, 1:08 a.m.