dnayyala/cramp: Covariance Matrix Testing using Random Projections

Random-projection based hypothesis tests for the covariance matrix of high-dimensional variables. Provides functions to perform tests for uniformity and sphericity (one-sample tests) and comparing two covariance matrices.

README.md

Vignettes Man pages API and functions Files

Package details
Maintainer
License	GPL-3
Version	0.1.2
Package repository	View on GitHub
Installation	Install the latest version of this package by entering the following in R: `install.packages("remotes") remotes::install_github("dnayyala/cramp")`