CovDist                 Compute pairwise distance for symmetric
                        positive definite matrices.
CovEst.adaptive         Covariance Estimation via Adaptive Thresholding
CovEst.hard             Covariance Estimation via Hard Thresholding
CovEst.hardPD           Covariance Estimation via Hard Thresholding
                        under Positive-Definiteness Constraint
CovEst.nearPD           Covariance Estimation via Nearest
                        Positive-Definite Matrix Projection
CovEst.soft             Covariance Estimation via Soft Thresholding
CovMean                 Estimate mean covariance matrix
CovTest1                One-Sample Tests for Covariance Matrices
CovTest2                Two-Sample Tests for Covariance Matrices
CovTools-package        A Collection of Geometric and Statistical Tools
                        for Covariance Analysis
PreEst.banded1          Bayesian Estimation of a Banded Precision
                        Matrix (Banerjee 2014)
PreEst.banded2          Bayesian Estimation of a Banded Precision
                        Matrix (Lee 2017)
PreEst.banded3          Banded Precision Matrix Estimation via
                        Bandwidth Test
PreEst.glasso           Precision Matrix Estimation via Graphical Lasso
samplecovs              Generate Sample Covariances of 2 groups
