past

internal

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

past: Paste Wrapper

Description

Usage

Arguments