CovTools-package

<p>Covariance is of universal prevalence across various disciplines within statistics.
The <span class="pkg">CovTools</span> aims at providing a rich collection of geometric and inferential tools
for convenient analysis of covariance structures. Following is a list of functions,</p><table><tr><td>
<em>name of a function</em> </td>
<td> <em>description</em> </td>
</tr><tr><td>
<code><a rd-options="" href="/link/CovDist?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::CovDist">CovDist</a></code> </td>
<td> compute pairwise distance of covariance matrices </td>
</tr><tr><td>
<code><a rd-options="" href="/link/CovEst?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::CovEst">CovEst</a></code>  </td>
<td> estimate covariance matrix </td>
</tr><tr><td>
<code><a rd-options="" href="/link/CovEst.auto?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::CovEst.auto">CovEst.auto</a></code></td>
<td> estimate covariance matrix with automatic parameter tuning </td>
</tr><tr><td>
<code><a rd-options="" href="/link/CovMean?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::CovMean">CovMean</a></code></td>
<td> compute mean covariance matrix </td>
</tr><tr><td>
<code><a rd-options="" href="/link/CovTest1?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::CovTest1">CovTest1</a></code> </td>
<td> 1-sample tests for covariance matrix </td>
</tr><tr><td>
<code><a rd-options="" href="/link/CovTest2?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::CovTest2">CovTest2</a></code> </td>
<td> 2-sample tests for covariance matrices </td>
</tr><tr><td>
<code><a rd-options="" href="/link/PreEst?package=CovTools&version=0.2.1" data-mini-rdoc="CovTools::PreEst">PreEst</a></code> </td>
<td> estimate an inverse covariance matrix </td>
</tr></table>

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>.

Kisung You

CovTools

Statistical Tools for Covariance Analysis

Kyoungjae Lee

Lizhen Lin

CovTools-package function

<p>Covariance is of universal prevalence across various disciplines within statistics.
The <span class="pkg">CovTools</span> aims at providing a rich collection of geometric and inferential tools
for convenient analysis of covariance structures. Following is a list of functions,</p><table><tr><td>
<em>name of a function</em> </td>
<td> <em>description</em> </td>
</tr><tr><td>
<code><a rd-options='' href='CovDist'>CovDist</a></code> </td>
<td> compute pairwise distance of covariance matrices </td>
</tr><tr><td>
<code><a rd-options='' href='CovEst'>CovEst</a></code>  </td>
<td> estimate covariance matrix </td>
</tr><tr><td>
<code><a rd-options='' href='CovEst.auto'>CovEst.auto</a></code></td>
<td> estimate covariance matrix with automatic parameter tuning </td>
</tr><tr><td>
<code><a rd-options='' href='CovMean'>CovMean</a></code></td>
<td> compute mean covariance matrix </td>
</tr><tr><td>
<code><a rd-options='' href='CovTest1'>CovTest1</a></code> </td>
<td> 1-sample tests for covariance matrix </td>
</tr><tr><td>
<code><a rd-options='' href='CovTest2'>CovTest2</a></code> </td>
<td> 2-sample tests for covariance matrices </td>
</tr><tr><td>
<code><a rd-options='' href='PreEst'>PreEst</a></code> </td>
<td> estimate an inverse covariance matrix </td>
</tr></table>

name of a function	description
`CovDist`	compute pairwise distance of covariance matrices
`CovEst`	estimate covariance matrix
`CovEst.auto`	estimate covariance matrix with automatic parameter tuning
`CovMean`	compute mean covariance matrix
`CovTest1`	1-sample tests for covariance matrix
`CovTest2`	2-sample tests for covariance matrices
`PreEst`	estimate an inverse covariance matrix

CovTools-package: CovTools : A Collection of Geometric and Statistical Tools for Covariance Analysis

Description

Arguments