cramp-package: CRAMP: *C*ovariance matrix testing using *RA*ndom *M*atrix...

In dnayyala/cramp: Covariance Matrix Testing using Random Projections

CRAMP: Covariance matrix testing using RAndom Matrix Projections

Description

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Details

The CRAMP package provides functions to perform hypothesis tests involving the covariance matrix of multivariate distributions. For the one-sample case, tests for uniformity and sphericity are provided. In the two sample case, the test is for equality of two covariance matrices. Functions to compute several traditional Gaussian likelihood-based and high-dimensional test statistics are provided in this package.

Functions

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References

Need to add arxiv submission

dnayyala/cramp documentation built on June 27, 2023, 1:34 p.m.