Testing functions for Covariance Matrices. These tests include highdimension homogeneity of covariance matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and highdimensional onesample 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 


Maintainer  Ben Barnard <[email protected]> 
License  GPL2 
Version  0.1.4 
URL  https://covtestr.bearstatistics.com 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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