CovTools-package |
CovTools : A Collection of Geometric and Statistical Tools for Covariance Analysis |
CovDist |
Compute pairwise distance for symmetric positive definite matrices. |
CovEst |
Estimating Covariance Matrix |
CovEst.auto |
Estimating Covariance Matrix with automatic tuning |
CovMean |
Estimate mean covariance matrix |
CovTest1 |
One-Sample Tests for Covariance Matrices |
CovTest2 |
Two-Sample Tests for Covariance Matrices |
PreEst |
Estimating Precision Matrix |
PreEst.auto |
Estimating Precision Matrix with automatic parameter tuning |
samplecovs |
Generate Sample Covariances of 2 groups |