covTestR

CRANcovTestRMaRDI QIDQ149044FDOQ149044

Covariance Matrix Tests

Ben Barnard, Dean Young

Last update: 17 August 2018

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.4

Cites work

• A test for the equality of covariance matrices when the dimension is large relative to the sample sizes
• A new test for sphericity of the covariance matrix for high dimensional data

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