Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) <doi:10.1016/j.jmva.2010.07.004>. Covariance matrix tests use C++ to speed performance and allow larger data sets.
| Version: | 0.1.4 |
| Depends: | R (≥ 3.3) |
| Imports: | rlang, purrr, Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2018-08-17 |
| Author: | Ben Barnard [aut, cre], Dean Young [aut] |
| Maintainer: | Ben Barnard <ben_barnard at outlook.com> |
| BugReports: | https://github.com/BenBarnard/covTestR/issues |
| License: | GPL-2 |
| URL: | https://covtestr.bearstatistics.com |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| CRAN checks: | covTestR results |
| Reference manual: | covTestR.pdf |
| Package source: | covTestR_0.1.4.tar.gz |
| Windows binaries: | r-devel: covTestR_0.1.4.zip, r-release: covTestR_0.1.4.zip, r-oldrel: covTestR_0.1.4.zip |
| macOS binaries: | r-release: covTestR_0.1.4.tgz, r-oldrel: covTestR_0.1.4.tgz |
| Old sources: | covTestR archive |
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