Statistical Tools for Covariance Analysis

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Documentation for package ‘CovTools’ version 0.5.4

• DESCRIPTION file.
• Package NEWS.

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)
package-CovTools	A Collection of Geometric and Statistical Tools for Covariance (and Precision) Analysis
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