covTestR-package: Covariance Matrix Testing Functions
In BenBarnard/covTests: Covariance Matrix Tests
Description
Testing functions for Covariance Matrices. These tests
include high-dimension homogeneity of covariance matrix testing described
by Schott (2007) 10.1016/j.csda.2007.03.004
and high-dimensional one-sample tests of covariance matrix structure
described by Fisher, et al. (2010) 10.1016/j.jmva.2010.07.004.
Covariance matrix tests use C++ to speed performance and allow larger data sets.
BenBarnard/covTests documentation built on Dec. 1, 2019, 10:23 a.m.
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Description
Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) 10.1016/j.csda.2007.03.004 and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) 10.1016/j.jmva.2010.07.004. Covariance matrix tests use C++ to speed performance and allow larger data sets.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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