CRAN/E | CovTools

CovTools

Statistical Tools for Covariance Analysis

Installation

About

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.

github.com/kisungyou/CovTools

Key Metrics

Version 0.5.4
R ≥ 2.14.0
Published 2021-08-13 980 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks CovTools results

Downloads

Yesterday 39 0%
Last 7 days 66 -12%
Last 30 days 310 +1%
Last 90 days 1.141 +26%
Last 365 days 4.002 -20%

Maintainer

Maintainer

Kisung You

kisungyou@outlook.com

Authors

Kyoungjae Lee

aut

Lizhen Lin

ctb

Kisung You

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CovTools archive

Depends

R ≥ 2.14.0

Imports

Rcpp
geigen
shapes
expm
mvtnorm
stats
Matrix
doParallel
foreach
parallel
pracma
Rdpack
utils
SHT

LinkingTo

Rcpp
RcppArmadillo