R: Statistical Tools for Covariance Analysis

# Statistical Tools for Covariance Analysis

## Documentation for package ‘CovTools’ version 0.5.6

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

BCovTest1.mxPBF | One-Sample Covariance Test using Maximum Pairwise Bayes Factor
BDiagTest1.mxPBF | One-Sample Diagonality Test by Maximum Pairwise Bayes Factor
CovDist | Compute Pairwise Distance for Symmetric Positive-Definite Matrices
CovEst.2003LW | Covariance Estimation with Linear Shrinkage
CovEst.2010OAS | Oracle Approximating Shrinkage Estimator
CovEst.2010RBLW | Rao-Blackwell Ledoit-Wolf Estimator
CovEst.adaptive | Covariance Estimation via Adaptive Thresholding
CovEst.hard | Covariance Estimation via Hard Thresholding
CovEst.hardPD | Covariance Estimation via Hard Thresholding under Positive-Definiteness Constraint
CovEst.nearPD | Covariance Estimation via Nearest Positive-Definite Matrix Projection
CovEst.soft | Covariance Estimation via Soft Thresholding
CovMean | Estimate Mean Covariance Matrix
CovTest1.2013Cai | One-Sample Covariance Test by Cai and Ma (2013)
CovTest1.2014Srivastava | One-Sample Covariance Test by Srivastava, Yanagihara, and Kubokawa (2014)
CovTest2.2013Cai | Two-Sample Covariance Test by Cai and Ma (2013)
DiagTest1.2011Cai | One-Sample Diagonality Test by Cai and Jiang (2011)
DiagTest1.2015Lan | One-Sample Diagonality Test by Lan et al. (2015)
PreEst.2014An | Banded Precision Matrix Estimation via Bandwidth Test
PreEst.2014Banerjee | Bayesian Estimation of a Banded Precision Matrix (Banerjee 2014)
PreEst.2017Lee | Bayesian Estimation of a Banded Precision Matrix (Lee 2017)
PreEst.glasso | Precision Matrix Estimation via Graphical Lasso
samplecovs | Generate Sample Covariances of 2 groups