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CovCorTest  

Statistical Tests for Covariance and Correlation Matrices and their Structures
View on CRAN: Click here


Download and install CovCorTest package within the R console
Install from CRAN:
install.packages("CovCorTest")

Install from Github:
library("remotes")
install_github("cran/CovCorTest")

Install by package version:
library("remotes")
install_version("CovCorTest", "1.2.0")



Attach the package and use:
library("CovCorTest")
Maintained by
Svenja Jedhoff
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-06-06
Latest Update: 2025-06-06
Description:
A compilation of tests for hypotheses regarding covariance and correlation matrices for one or more groups. The hypothesis can be specified through a corresponding hypothesis matrix and a vector or by choosing one of the basic hypotheses, while for the structure test, only the latter works. Thereby Monte-Carlo and Bootstrap-techniques are used, and the respective method must be chosen, and the functions provide p-values and mostly also estimators of calculated covariance matrices of test statistics. For more details on the methodology, see Sattler et al. (2022) <doi:10.1016/j.jspi.2021.12.001>, Sattler and Pauly (2024) <doi:10.1007/s11749-023-00906-6>, and Sattler and Dobler (2025) <doi:10.48550/arXiv.2310.11799>.
How to cite:
Svenja Jedhoff (2025). CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures. R package version 1.2.0, https://cran.r-project.org/web/packages/CovCorTest. Accessed 24 Oct. 2026.
Previous versions and publish date:
1.0.0 (2025-06-06 15:30), 1.1.0 (2025-10-17 15:40), (2026-07-30 15:20)
Other packages that cited CovCorTest R package
View CovCorTest citation profile
Other R packages that CovCorTest depends, imports, suggests or enhances
Complete documentation for CovCorTest
Functions, R codes and Examples using the CovCorTest R package
Full CovCorTest package functions and examples
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