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.

Ben Barnard
Data Scientist

My research interests include the intersection of common sense and data science, statistics education, and the art of consulting on data science projects.