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: | 0.5.6 |
| Depends: | R (≥ 2.14.0) |
| Imports: | Rcpp,geigen,shapes,expm,mvtnorm, stats,Matrix,doParallel,foreach, parallel,pracma,Rdpack, utils,SHT |
| LinkingTo: | Rcpp,RcppArmadillo |
| Published: | 2025-09-21 |
| DOI: | 10.32614/CRAN.package.CovTools |
| Author: | Kyoungjae Lee [aut], Lizhen Lin [ctb], Kisung You [aut, cre] |
| Maintainer: | Kisung You <kisung.you at outlook.com> |
| License: | GPL (≥ 3) |
| URL: | https://github.com/kisungyou/CovTools |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| CRAN checks: | CovTools results |
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