covTestR-package

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

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.

Ben Barnard

covTestR

Covariance Matrix Tests

Dean Young

covTestR-package function

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

covTestR-package: Covariance Matrix Testing Functions

Description

Arguments