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:
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')) |
Bug tracker:https://github.com/benbarnard/covtestr/issues
Last updated 6 years agofrom:1061a4595e. Checks:OK: 1 NOTE: 1. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 25 2024 |
| R-4.5-linux-x86_64 | NOTE | Oct 25 2024 |
Exports:Ahmad2015Ahmad2017BoxesMChaipitak2013Chen2010Fisher2012homogeneityCovariancesIshii2016LedoitWolf2002Nagao1973Schott2001Schott2007Srivastava2005Srivastava2007Srivastava2011Srivastava2014SrivastavaYanagihara2010structureCovariances
Dependencies:cligluelifecyclemagrittrpurrrRcppRcppArmadillorlangvctrs
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Covariance Matrix Testing Functions | covTestR-package |
| Tests for Structure of Covariance Matrices | Ahmad2015 Chen2010 Fisher2012 LedoitWolf2002 Nagao1973 Srivastava2005 Srivastava2011 structureStatistics |
| Tests for Homogeneity of Covariance Matrices | Ahmad2017 BoxesM Chaipitak2013 homogeneityStatistics Ishii2016 Schott2001 Schott2007 Srivastava2007 Srivastava2014 SrivastavaYanagihara2010 |
| Test Wrapper for Homogeneity of Covariance Matrices | homogeneityCovariances |
| Test Wrapper for Structure of a Covariance Matrices | structureCovariances |
