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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 |
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Author | Ben Barnard [aut, cre], Dean Young [aut] |
Maintainer | Ben Barnard <ben_barnard@outlook.com> |
License | GPL-2 |
Version | 0.1.4 |
URL | https://covtestr.bearstatistics.com |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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