covTestR: 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.

Version: 0.1.3
Depends: R (≥ 3.3)
Imports: lazyeval, dplyr, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Suggests: covr
Published: 2018-01-30
Author: Ben Barnard [aut, cre], Dean Young [aut]
Maintainer: Ben Barnard <ben_barnard at outlook.com>
BugReports: https://github.com/BenBarnard/covTestR/issues
License: GPL-2
URL: https://covTestR.bearstatistics.com
NeedsCompilation: yes
SystemRequirements: C++11
CRAN checks: covTestR results

Downloads:

Reference manual: covTestR.pdf
Package source: covTestR_0.1.3.tar.gz
Windows binaries: r-prerel: covTestR_0.1.3.zip, r-release: covTestR_0.1.3.zip, r-oldrel: covTestR_0.1.3.zip
OS X binaries: r-prerel: covTestR_0.1.3.tgz, r-release: covTestR_0.1.3.tgz
Old sources: covTestR archive

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