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CovTools
View on CRAN: Click
here
Download and install CovTools package within the R console
Install from CRAN:
install.packages("CovTools")
Install from Github:
library("remotes")
install_github("cran/CovTools")
Install by package version:
library("remotes")
install_version("CovTools", "0.5.4")
Attach the package and use:
library("CovTools")
Maintained by
Kisung You
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-10-16
Latest Update: 2021-08-13
Description:
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) .
How to cite:
Kisung You (2017). CovTools: Statistical Tools for Covariance Analysis. R package version 0.5.4, https://cran.r-project.org/web/packages/CovTools. Accessed 06 Nov. 2024.
Previous versions and publish date:
Other packages that cited CovTools R package
View CovTools citation profile
Other R packages that CovTools depends,
imports, suggests or enhances
Complete documentation for CovTools
Functions, R codes and Examples using
the CovTools R package
Some associated functions: BCovTest1.mxPBF . BDiagTest1.mxPBF . CovDist . CovEst.2003LW . CovEst.2010OAS . CovEst.2010RBLW . CovEst.adaptive . CovEst.hard . CovEst.hardPD . CovEst.nearPD . CovEst.soft . CovMean . CovTest1.2013Cai . CovTest1.2014Srivastava . CovTest2.2013Cai . DiagTest1.2011Cai . DiagTest1.2015Lan . PreEst.2014An . PreEst.2014Banerjee . PreEst.2017Lee . PreEst.glasso . package-CovTools . samplecovs .
Some associated R codes: BCovTest1.mxPBF.R . BDiagTest1.mxPBF.R . CovDist.R . CovEst.2003LW.R . CovEst.2010OAS.R . CovEst.2010RBLW.R . CovEst.adaptive.R . CovEst.hard.R . CovEst.hardPD.R . CovEst.nearPD.R . CovEst.soft.R . CovMean.R . CovTest1.2013Cai.R . CovTest1.2014Srivastava.R . CovTest2.2013Cai.R . DiagTest1.2011Cai.R . DiagTest1.2015Lan.R . PreEst.2014An.R . PreEst.2014Banerjee.R . PreEst.2017Lee.R . PreEst.glasso.R . RcppExports.R . auxiliary.R . auxiliary_invisible.R . fns.covest.R . fns.dist.R . fns.mean.R . fns.shapes.R . init.R . package-CovTools.R . Full CovTools package functions and examples
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