BenBarnard/covTests: Covariance Matrix Tests
Version 0.1.2

Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) . Covariance matrix tests use C++ to speed performance and allow larger data sets.

Getting started

Package details

MaintainerBen Barnard <[email protected]>
LicenseGPL-2
Version0.1.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("BenBarnard/covTests")
BenBarnard/covTests documentation built on Jan. 5, 2018, 2:09 p.m.