covTestR: Covariance Matrix Tests

Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) <doi:10.1016/j.jmva.2010.07.004>. Covariance matrix tests use C++ to speed performance and allow larger data sets.

Package details

AuthorBen Barnard [aut, cre], Dean Young [aut]
MaintainerBen Barnard <[email protected]>
Package repositoryView on CRAN
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covTestR documentation built on May 2, 2019, 7:25 a.m.