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TestIndVars

The R package TestIndVars test the nullity of covariances, in a set of variables, using a simple univariate procedure. See Marques et al. (2023).

This work is funded by national funds through the FCT - Fundação para a Ciência e a Tecnologia, I.P., under the scope of the projects UIDB/00297/2020 and UIDP/00297/2020 (Center for Mathematics and Applications)".

Installation

You can install the stable version from CRAN.

install.packages('TestIndVars', dependencies = TRUE)

You can install the development version from Github

# install.packages("remotes")
remotes::install_github("mnrzrad/TestIndVars")

To cite package TestIndVars in publications use:

Marques, F. J., Norouzirad, M., Diogo, J., Bispo, R. (2023) TestIndVars: Testing the Independence of Variables for Specific Covariance Structures. R package version 0.1.0, https://cran.r-project.org/package=TestIndVars.

A BibTeX entry for LaTeX users is

@Manual{TestIndVars, title = {TestIndVars: Neutrosophic distributions}, author = {Filipe J. Marques and Mina Norouzirad and Joana Diogo and Regina Bispo}, year = {2023}, note = {R package version 0.1.0}, url = {https://cran.r-project.org/package=TestIndVars} }

License

This package is free and open source software, licensed under GPL-3.

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Version

Install

install.packages('TestIndVars')

Monthly Downloads

152

Version

0.1.0

License

GPL (>= 2)

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Maintainer

Mina Norouzirad

Last Published

April 17th, 2024

Functions in TestIndVars (0.1.0)

schottTest

Schott's Test for testing independency
covMatCS

Generate a covariance matrix with equivariance-equicorrelation or compound symmetry structure.
covMatC

Generate a covariance matrix with Circular (C) structure.
indTest

Complete Independent Test
lrTest

Likelihood Ratio Test for Covariance Matrix
covMatAR

Generate a covariance matrix with Autoregressive (AR) structure.