Distributed Online Covariance Matrix Tests
Description
Distributed Online Covariance Matrix Tests 'Docovt' is a powerful tool designed to efficiently process and analyze distributed datasets. It enables users to perform covariance matrix tests in an online, distributed manner, making it highly suitable for large-scale data analysis. By leveraging advanced computational techniques, 'Docovt' ensures robust and scalable solutions for statistical analysis, particularly in scenarios where data is dispersed across multiple nodes or sources. This package is ideal for researchers and practitioners working with high-dimensional data, providing a flexible and efficient framework for covariance matrix estimation and hypothesis testing. The philosophy of 'Docovt' is described in Guo G.(2025) .