covTestR v0.1.4

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Covariance Matrix Tests

Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) <doi:10.1016/j.jmva.2010.07.004>. Covariance matrix tests use C++ to speed performance and allow larger data sets.

Functions in covTestR

Name Description
tr Trace of Matrix
structureCovariances Test Wrapper for Structure of a Covariance Matrices
covTestR-package Covariance Matrix Testing Functions
Ahmad2017 Tests for Homogeneity of Covariance Matrices
past Paste Wrapper
homogeneityCovariances Test Wrapper for Homogeneity of Covariance Matrices
Ahmad2015 Tests for Structure of Covariance Matrices
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Details

Type Package
License GPL-2
LazyData TRUE
RoxygenNote 6.1.0
URL https://covtestr.bearstatistics.com
BugReports https://github.com/BenBarnard/covTestR/issues
LinkingTo Rcpp, RcppArmadillo
SystemRequirements C++11
NeedsCompilation yes
Packaged 2018-08-17 19:57:27 UTC; ben_b
Repository CRAN
Date/Publication 2018-08-17 21:10:03 UTC
imports purrr , Rcpp , rlang
depends R (>= 3.3)
linkingto RcppArmadillo
Contributors Dean Young

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