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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[issues need fixing before 2025-12-18]

Documentation:

Reference manual:covTestR.html ,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 formhttps://CRAN.R-project.org/package=covTestRto link to this page.


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