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>.
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References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Philippe Boileau, Nima Hejazi, Brian Collica, Jamarcus Liu, Mark van der Laan, Sandrine Dudoit : cvCovEst: Cross-validated covariance matrix estimator selection and evaluation in R (2021) not zbMATH
- Jin Zhu, Wenliang Pan, Wei Zheng, Xueqin Wang: Ball: An R package for detecting distribution difference and association in metric spaces (2018) arXiv