Covariance Matrix Tests

Documentation for package ‘covTestR’ version 0.1.2

covTestR-package	Covariance Matrix Testing Functions
Ahmad2015	Test of Structure of a Covariance Matrix given by Ahmad and Rosen 2015
Ahmad2017	Test of Homogeneity of Covariance Matrices given by Ahmad 2017
BoxesM	Test of Homogeneity of Covariance Matrices Box's M
Chaipitak2013	Test of Homogeneity of Covariance Matrices given by Chaipitak and Chongcharoen 2013
Chen2010	Test of Structure of a Covariance Matrix given by Chen et al. 2010
Fisher2012	Test of Structure of a Covariance Matrix given by Fisher 2012
homogeneityCovariances	Homogeneity of Covariance Matrices Test
Ishii2016	Test of Homogeneity of Covariance Matrices given by Ishii and Aoshima 2016
LedoitWolf2002	Test of Structure of a Covariance Matrix given by Ledoit and Wolf 2002
Nagao1973	Test of Structure of a Covariance Matrix given by Nagao 1973
Schott2001	Test of Homogeneity of Covariance Matrices given by Schott 2001
Schott2007	Test of Homogeneity of Covariance Matrices given by Schott 2007
Srivastava2005	Test of Structure of a Covariance Matrix given by Srivastava 2005
Srivastava2007	Test of Homogeneity of Covariance Matrices given by Srivastava 2007
Srivastava2011	Test of Structure of a Covariance Matrix given by Srivastava et al. 2011.
Srivastava2014	Test of Homogeneity of Covariance Matrices given by Srivastava et al. 2014
SrivastavaYanagihara2010	Test of Equality of Covariances given by Srivastava and Yanagihara 2010
structureCovariances	Structure of a Covariance Matrix Test