covTestR: Covariance Matrix Tests
Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) doi:10.1016/j.csda.2007.03.004 and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) doi:10.1016/j.jmva.2010.07.004. Covariance matrix tests use C++ to speed performance and allow larger data sets.