equalCovs: Testing the Equality of Two Covariance Matrices

Tests the equality of two covariance matrices, used in paper "Two sample tests for high dimensional covariance matrices." Li and Chen (2012) <arXiv:1206.0917>.

Getting started

Package details

AuthorJun Li [aut, cre], Song Xi Chen [aut], Lingjun Li [ctb], Clay James [ctb]
MaintainerJun Li <[email protected]>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("equalCovs")

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equalCovs documentation built on April 25, 2018, 5:05 p.m.