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CovTools

Statistical Tools for Covariance Analysis

v0.5.6 · Sep 21, 2025 · GPL (>= 3)
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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

14 OK
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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-macos-arm64 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 Mar 10, 2026

Dependency Network

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

Version History

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