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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.5.6 |
2026-04-09 windows/windows R-4.5 | CovTools_0.5.6.zip |
598.3 KiB |