[aut,
cre]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 [aut,
cre] |
| Maintainer: | Kisung You <kyoustat at gmail.com> |
| 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: CovTools_0.5.3.zip, r-release: CovTools_0.5.3.zip, r-oldrel: CovTools_0.5.3.zip |
| macOS binaries: | r-release: CovTools_0.5.3.tgz, r-oldrel: CovTools_0.5.3.tgz |
| Old sources: | CovTools archive |
Please use the canonical form https://CRAN.R-project.org/package=CovTools to link to this page.