CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures
A compilation of tests for hypotheses regarding covariance and correlation matrices for one or more groups. The hypothesis can be specified through a corresponding hypothesis matrix and a vector or by choosing one of the basic hypotheses, while for the structure test, only the latter works. Thereby Monte-Carlo and Bootstrap-techniques are used, and the respective method must be chosen, and the functions provide p-values and mostly also estimators of calculated covariance matrices of test statistics. For more details on the methodology, see Sattler et al. (2022) <doi:10.1016/j.jspi.2021.12.001>, Sattler and Pauly (2024) <doi:10.1007/s11749-023-00906-6>, and Sattler and Dobler (2025) <doi:10.48550/arXiv.2310.11799>.
| Version: | 1.1.0 |
| Imports: | MANOVA.RM, matrixcalc |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2025-10-17 |
| DOI: | 10.32614/CRAN.package.CovCorTest |
| Author: | Paavo Sattler 
[aut],
Svenja Jedhoff
[cre, aut],
Markus Pauly
[ctb],
Arne C Bathke
[ctb],
Dennis Dobler
[ctb] |
| Maintainer: | Svenja Jedhoff <jedhoff at statistik.tu-dortmund.de> |
| BugReports: | https://github.com/sjedhoff/CovCorTest/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/sjedhoff/CovCorTest |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | CovCorTest results |
Documentation:
| Reference manual: | CovCorTest.html , CovCorTest.pdf |
Downloads:
| Package source: | CovCorTest_1.1.0.tar.gz |
| Windows binaries: | r-devel: CovCorTest_1.1.0.zip, r-release: CovCorTest_1.1.0.zip, r-oldrel: CovCorTest_1.1.0.zip |
| macOS binaries: | r-release (arm64): CovCorTest_1.1.0.tgz, r-oldrel (arm64): CovCorTest_1.1.0.tgz, r-release (x86_64): CovCorTest_1.1.0.tgz, r-oldrel (x86_64): CovCorTest_1.1.0.tgz |
| Old sources: | CovCorTest archive |
Linking:
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