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: 0.5.3
Depends: R (≥ 2.14.0)
Imports: Rcpp, geigen, shapes, expm, mvtnorm, stats, Matrix, doParallel, foreach, parallel, pracma, Rdpack, utils, SHT
LinkingTo: Rcpp, RcppArmadillo
Published: 2019-11-26
Author: Kyoungjae Lee [aut], Lizhen Lin [ctb], Kisung You ORCID iD [aut, cre]
Maintainer: Kisung You <kyoustat at>
License: GPL (≥ 3)
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: CovTools results


Reference manual: CovTools.pdf
Package source: CovTools_0.5.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: CovTools_0.5.3.tgz, r-oldrel: CovTools_0.5.3.tgz
Old sources: CovTools archive


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