package-CovTools {CovTools}

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