Package: CovCorTest 1.1.0
CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures
A compilation of tests for hypotheses regarding covariance and correlation matrices for one or more groups. The hypothesis can be specified through a corresponding hypothesis matrix and a vector or by choosing one of the basic hypotheses, while for the structure test, only the latter works. Thereby Monte-Carlo and Bootstrap-techniques are used, and the respective method must be chosen, and the functions provide p-values and mostly also estimators of calculated covariance matrices of test statistics. For more details on the methodology, see Sattler et al. (2022) <doi:10.1016/j.jspi.2021.12.001>, Sattler and Pauly (2024) <doi:10.1007/s11749-023-00906-6>, and Sattler and Dobler (2025) <doi:10.48550/arXiv.2310.11799>.
Authors:
CovCorTest_1.1.0.tar.gz
CovCorTest_1.1.0.zip(r-4.7)CovCorTest_1.1.0.zip(r-4.6)CovCorTest_1.1.0.zip(r-4.5)
CovCorTest_1.1.0.tgz(r-4.6-any)CovCorTest_1.1.0.tgz(r-4.5-any)
CovCorTest_1.1.0.tar.gz(r-4.7-any)CovCorTest_1.1.0.tar.gz(r-4.6-any)
CovCorTest_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
CovCorTest/json (API)
| # Install 'CovCorTest' in R: |
| install.packages('CovCorTest', repos = c('https://sjedhoff.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/sjedhoff/covcortest/issues
Last updated from:af44ef5b47. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 144 | ||
| source / vignettes | OK | 178 | ||
| linux-release-x86_64 | OK | 146 | ||
| macos-release-arm64 | OK | 151 | ||
| macos-oldrel-arm64 | OK | 171 | ||
| windows-devel | OK | 115 | ||
| windows-release | OK | 105 | ||
| windows-oldrel | OK | 98 | ||
| wasm-release | OK | 97 |
Exports:CombTestCovTestget_hypothesistest_combinedtest_correlationtest_correlation_structuretest_covariancetest_covariance_structure
Dependencies:abindcodetoolsdata.tableellipselatticemagicMANOVA.RMMASSMatrixmatrixcalcmultcompmvtnormplotrixplyrRcppsandwichsurvivalTH.datazoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Extend a matrix to full rank using identity columns | get_extended_matrix |
| Construct hypothesis matrix and vector from linear covariance model structure | get_hypothesis |
| Print function for CombTest object | print.CombTest |
| Print function for CovTest object | print.CovTest |
| Combined test for equality of covariance matrices and correlation matrices | test_combined |
| Test for Correlation Matrices | test_correlation |
| Test for structure of data's correlation matrix | test_correlation_structure |
| Test for Covariance Matrices | test_covariance |
| Test for structure of data's covariance matrix | test_covariance_structure |
