Package: covTestR 0.1.4

Ben Barnard

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.

Authors:Ben Barnard [aut, cre], Dean Young [aut]

covTestR_0.1.4.tar.gz
covTestR_0.1.4.tar.gz(r-4.5-noble)covTestR_0.1.4.tar.gz(r-4.4-noble)
covTestR_0.1.4.tgz(r-4.4-emscripten)covTestR_0.1.4.tgz(r-4.3-emscripten)
covTestR.pdf |covTestR.html
covTestR/json (API)

# Install 'covTestR' in R:
install.packages('covTestR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/benbarnard/covtestr/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

openblascpp

1.00 score 3 scripts 290 downloads 18 exports 9 dependencies

Last updated 6 years agofrom:1061a4595e. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 24 2024
R-4.5-linux-x86_64NOTEDec 24 2024

Exports:Ahmad2015Ahmad2017BoxesMChaipitak2013Chen2010Fisher2012homogeneityCovariancesIshii2016LedoitWolf2002Nagao1973Schott2001Schott2007Srivastava2005Srivastava2007Srivastava2011Srivastava2014SrivastavaYanagihara2010structureCovariances

Dependencies:cligluelifecyclemagrittrpurrrRcppRcppArmadillorlangvctrs

Readme and manuals

Help Manual

Help pageTopics
Covariance Matrix Testing FunctionscovTestR-package
Tests for Structure of Covariance MatricesAhmad2015 Chen2010 Fisher2012 LedoitWolf2002 Nagao1973 Srivastava2005 Srivastava2011 structureStatistics
Tests for Homogeneity of Covariance MatricesAhmad2017 BoxesM Chaipitak2013 homogeneityStatistics Ishii2016 Schott2001 Schott2007 Srivastava2007 Srivastava2014 SrivastavaYanagihara2010
Test Wrapper for Homogeneity of Covariance MatriceshomogeneityCovariances
Test Wrapper for Structure of a Covariance MatricesstructureCovariances