Statistical Tools for Covariance Analysis


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Documentation for package ‘CovTools’ version 0.2.1

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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