Covariance is of universal prevalence across various disciplines within statistics. CovTools package aims at providing a rich collection of geometric and statistical tools for a variety of inferences on covariance structures as well as its inverse called precision matrix. See the sections below for a comprehensive list of functions provided from the package.
From inference on manifolds perspective, we have following functions,
| name of a function | description |
CovDist |
compute pairwise distance of covariance matrices |