package-CovTools {CovTools} | R Documentation |
A Collection of Geometric and Statistical Tools for Covariance (and Precision) Analysis
Description
Covariance is of universal prevalence across various disciplines within statistics. CovTools package aims at providing a rich collection of geometric and statistical tools for a variety of inferences on covariance structures as well as its inverse called precision matrix. See the sections below for a comprehensive list of functions provided from the package.
Geometric Methods
From inference on manifolds perspective, we have following functions,
name of a function | description |
CovDist | compute pairwise distance of covariance matrices |
CovMean | compute mean covariance matrix |
[Package CovTools version 0.5.4 Index]