BenBarnard/covTests: 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.

Getting started

Package details

MaintainerBen Barnard <[email protected]>
LicenseGPL-2
Version0.1.4
URL https://covtestr.bearstatistics.com
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 Aug. 19, 2018, 1:13 p.m.