CovTools: Statistical Tools for Covariance Analysis

Covariance is of universal prevalence across various disciplines within statistics. We provide a rich collection of geometric and inferential tools for convenient analysis of covariance structures, topics including distance measures, mean covariance estimator, covariance hypothesis test for one-sample and two-sample cases, and covariance estimation. For an introduction to covariance in multivariate statistical analysis, see Schervish (1987) <doi:10.1214/ss/1177013111>.

Version: 0.2.1
Depends: R (≥ 2.14.0)
Imports: Rcpp, geigen, shapes, expm, mvtnorm, stats, Matrix, doParallel, foreach, parallel, pracma
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-11-15
Author: Kyoungjae Lee [aut], Lizhen Lin [ctb], Kisung You [aut, cre]
Maintainer: Kisung You <kyou at nd.edu>
License: GPL (≥ 3)
NeedsCompilation: yes
CRAN checks: CovTools results

Downloads:

Reference manual: CovTools.pdf
Package source: CovTools_0.2.1.tar.gz
Windows binaries: r-devel: CovTools_0.2.0.zip, r-release: CovTools_0.2.0.zip, r-oldrel: CovTools_0.2.1.zip
OS X El Capitan binaries: r-release: CovTools_0.2.1.tgz
OS X Mavericks binaries: r-oldrel: CovTools_0.2.1.tgz
Old sources: CovTools archive

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