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covTestR  

Covariance Matrix Tests
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("covTestR", "0.1.4")



Attach the package and use:
library("covTestR")
Maintained by
Ben Barnard
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-11-22
Latest Update: 2018-08-17
Description:
Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) . Covariance matrix tests use C++ to speed performance and allow larger data sets.
How to cite:
Ben Barnard (2017). covTestR: Covariance Matrix Tests. R package version 0.1.4, https://cran.r-project.org/web/packages/covTestR. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:28), 0.1.0 (2017-11-22 10:19), 0.1.1 (2017-11-24 19:11), 0.1.2 (2017-12-23 23:58), 0.1.3 (2018-01-30 21:48), 0.1.4 (2018-08-17 23:10)
Other packages that cited covTestR R package
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Complete documentation for covTestR
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