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: |
0.5.6 |
| Depends: |
R (≥ 2.14.0) |
| Imports: |
Rcpp, geigen, shapes, expm, mvtnorm, stats, Matrix, doParallel, foreach, parallel, pracma, Rdpack, utils, SHT |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2025-09-21 |
| DOI: |
10.32614/CRAN.package.CovTools |
| Author: |
Kyoungjae Lee [aut],
Lizhen Lin [ctb],
Kisung You  [aut,
cre] |
| Maintainer: |
Kisung You <kisung.you at outlook.com> |
| License: |
GPL (≥ 3) |
| URL: |
https://github.com/kisungyou/CovTools |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
CovTools results |
Documentation:
Downloads:
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