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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: 0.5.4
Depends: R (≥ 2.14.0)
Imports: Rcpp, geigen, shapes, expm, mvtnorm, stats, Matrix, doParallel, foreach, parallel, pracma, Rdpack, utils, SHT
LinkingTo: Rcpp, RcppArmadillo
Published: 2021-08-13
DOI: 10.32614/CRAN.package.CovTools
Author: Kyoungjae Lee [aut], Lizhen Lin [ctb], Kisung You ORCID iD [aut, cre]
Maintainer: Kisung You <kisungyou at outlook.com>
License: GPL (≥ 3)
URL: https://github.com/kisungyou/CovTools
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: CovTools results

Documentation:

Reference manual: CovTools.pdf

Downloads:

Package source: CovTools_0.5.4.tar.gz
Windows binaries: r-devel: CovTools_0.5.4.zip, r-release: CovTools_0.5.4.zip, r-oldrel: CovTools_0.5.4.zip
macOS binaries: r-release (arm64): CovTools_0.5.4.tgz, r-oldrel (arm64): CovTools_0.5.4.tgz, r-release (x86_64): CovTools_0.5.4.tgz, r-oldrel (x86_64): CovTools_0.5.4.tgz
Old sources: CovTools archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=CovTools to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.