CovTools: Statistical Tools for Covariance Analysis
Covariance is of universal prevalence across various disciplines within statistics.
We provide a rich collection of geometric and inferential tools for convenient analysis of
covariance structures, topics including distance measures, mean covariance estimator,
covariance hypothesis test for one-sample and two-sample cases, and covariance estimation.
For an introduction to covariance in multivariate statistical analysis,
see Schervish (1987) <doi:10.1214/ss/1177013111>.
Version: |
0.5.2 |
Depends: |
R (≥ 2.14.0) |
Imports: |
Rcpp, geigen, shapes, expm, mvtnorm, stats, Matrix, doParallel, foreach, parallel, pracma, Rdpack, utils, SHT |
LinkingTo: |
Rcpp, RcppArmadillo |
Published: |
2019-08-29 |
Author: |
Kyoungjae Lee [aut],
Lizhen Lin [ctb],
Kisung You [aut,
cre] |
Maintainer: |
Kisung You <ksyou496 at gmail.com> |
License: |
GPL (≥ 3) |
NeedsCompilation: |
yes |
Materials: |
README NEWS |
CRAN checks: |
CovTools results |
Downloads:
Reverse dependencies:
Linking:
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