Package: covTestR
Type: Package
Title: Covariance Matrix Tests
Version: 0.1.2
Authors@R: c(person("Ben", "Barnard", email = "ben_barnard@outlook.com", role = c("aut", "cre")),
  person("Dean", "Young", email = "dean_young@baylor.edu", role = c("aut")))
Maintainer: Ben Barnard <ben_barnard@outlook.com>
Description: Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance
  matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and high-dimensional one-sample tests of 
  covariance matrix structure described by Fisher, et al. (2010) <doi:10.1016/j.jmva.2010.07.004>. Covariance matrix
  tests use C++ to speed performance and allow larger data sets.
License: GPL-2
LazyData: TRUE
RoxygenNote: 6.0.1
Suggests: covr
Depends: R (>= 3.3)
Imports: lazyeval, dplyr, Rcpp
LinkingTo: Rcpp, RcppArmadillo
SystemRequirements: C++11
NeedsCompilation: yes
Packaged: 2017-12-14 17:11:31 UTC; benbarnard
Author: Ben Barnard [aut, cre],
  Dean Young [aut]
Repository: CRAN
Date/Publication: 2017-12-23 22:58:31 UTC
