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CovTools

Statistical Tools for Covariance Analysis

v0.5.6 · Sep 21, 2025 · GPL (>= 3)

Description

Covariance is of universal prevalence across various disciplines within statistics. We provide a rich collection of geometric and inferential tools for convenient analysis of covariance structures, topics including distance measures, mean covariance estimator, covariance hypothesis test for one-sample and two-sample cases, and covariance estimation. For an introduction to covariance in multivariate statistical analysis, see Schervish (1987) <doi:10.1214/ss/1177013111>.

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CRAN Check Status

13 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/CovTools.Rcheck/00install.out' for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies Rcpp geigen shapes expm mvtnorm Matrix doParallel foreach pracma Rdpack SHT CovTools

Version History

13 tracked
new 0.5.6 Mar 10, 2026
updated 0.5.6 ← 0.5.4 diff Sep 21, 2025
updated 0.5.4 ← 0.5.3 diff Aug 13, 2021
updated 0.5.3 ← 0.5.2 diff Nov 25, 2019
updated 0.5.2 ← 0.5.1 diff Aug 28, 2019
updated 0.5.1 ← 0.5.0 diff Jan 28, 2019
updated 0.5.0 ← 0.4.0 diff Sep 13, 2018
updated 0.4.0 ← 0.3.1 diff Aug 31, 2018
updated 0.3.1 ← 0.3.0 diff May 19, 2018
updated 0.3.0 ← 0.2.1 diff Feb 17, 2018
updated 0.2.1 ← 0.2.0 diff Nov 15, 2017
updated 0.2.0 ← 0.1.0 diff Nov 7, 2017
new 0.1.0 Oct 15, 2017