×

CovTools

swMATH ID: 26709
Software Authors: Kyoungjae Lee, Lizhen Lin, Kisung You
Description: R package 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>.
Homepage: https://cran.r-project.org/web/packages/CovTools/index.html
Source Code:  https://github.com/cran/CovTools
Dependencies: R
Related Software: R; UMAP; pkgdown; origami; future; nlshrink; CVTuningCov; cvCovEst; Directional; energy; clusterGeneration; dHSIC; ape; NPCirc; FactoMineR; Kernlab; EDMeasure; igraph; HHG; circular
Cited in: 0 Documents