R/covTestR-package.R

#' @title Covariance Matrix Testing Functions
#'
#' @description Testing functions for Covariance Matrices. These tests 
#' include high-dimension homogeneity of covariance matrix testing described 
#' by Schott (2007) \href{http://doi.org/10.1016/j.csda.2007.03.004}{10.1016/j.csda.2007.03.004} 
#' and high-dimensional one-sample tests of covariance matrix structure 
#' described by Fisher, et al. (2010) \href{http://doi.org/10.1016/j.jmva.2010.07.004}{10.1016/j.jmva.2010.07.004}. 
#' Covariance matrix tests use C++ to speed performance and allow larger data sets.
#' @docType package
#' @name covTestR-package
#' @useDynLib covTestR, .registration = TRUE
#' @importFrom Rcpp evalCpp
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BenBarnard/covTestR documentation built on Dec. 3, 2019, 10:52 a.m.