The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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: 0.1.4
Depends: R (≥ 3.3)
Imports: rlang, purrr, Rcpp
LinkingTo: Rcpp, RcppArmadillo
Published: 2018-08-17
DOI: 10.32614/CRAN.package.covTestR
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

Documentation:

Reference manual: covTestR.pdf

Downloads:

Package source: covTestR_0.1.4.tar.gz
Windows binaries: r-devel: covTestR_0.1.4.zip, r-release: covTestR_0.1.4.zip, r-oldrel: covTestR_0.1.4.zip
macOS binaries: r-release (arm64): covTestR_0.1.4.tgz, r-oldrel (arm64): covTestR_0.1.4.tgz, r-release (x86_64): covTestR_0.1.4.tgz, r-oldrel (x86_64): covTestR_0.1.4.tgz
Old sources: covTestR archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=covTestR 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.