R Observatory: Metrics for CovTools version 0.5.7

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

CovTools

0.5.7Package record

Statistical Tools for Covariance Analysis

0packages depend

5.1Kdownloads / year

51.5%test coverage

13/13flavors OK

Overview

About

Maintained by Kisung YouCRAN page ↗GitHub ↗

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.

Changes in 0.5.7

Replaced the external generalized-eigenvalue dependency with internal symmetric-definite matrix-pair helpers based on a Cholesky reduction.
Removed an obsolete native generalized-eigenvalue wrapper.
Corrected positive-definite hard-threshold selection and now verify every returned covariance estimate against the documented eigenvalue tolerance.
Corrected Power-Euclidean distances and means for negative powers, fixed Procrustes size-and-shape distances, and covered scalar and one-slice inputs.
Corrected bandwidth selection and matrix construction in the Banerjee, An, and Lee banded precision estimators.
Corrected graphical-lasso BIC scoring and return the sparse positive-definite ADMM estimate.
Centered covariance diagonality tests, restored the documented Cai test result field, and added minimum-sample and degenerate-data checks.

Show all changes in 0.5.7Hide the rest of the changes in 0.5.7

Sequential cross-validation and BIC selection no longer create socket workers; parallel paths now clean up workers without changing the caller's global foreach backend.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("CovTools", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("kisungyou/CovTools")

Development version from kisungyou/CovTools. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-covtools

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-CovTools

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-CovTools

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.4 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-07-31
OK14 OK2026-04-22
ERROR13 OK, 1 ERROR2026-04-18
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.5.7

READMEYes · 484 wordsVignettesNoNEWSYes · 100% structured · mentions 0.5.7Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 22
Examples that run: 59%13 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 8 never run
Exported functions with examples: 100%
Documented parameters: 85%
Return-value docs: 100%
Help pages citing references: 95% with a bibliography file

How these are measured

Downloads

5.1K

CRAN downloads in the past year

Rank #6,687 · ~14/day · ~427/mo

Releases R versions

Daily download trend is not available in this view yet.

46230 days

1.3K90 days

5.1K1 year

Compare downloads with other packages →

Also on388 r2u4 autocran

How downloads are counted

Repository

kisungyou/covtools ↗Account: kisungyou

14Stars

6Forks

2Open issues

0Open PRs

0Releases

39Commits

5Commit identities

rcovariancecovariance-estimation

39 commits · Last activity 2026-07-28

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: not measured
Median days to close, 50 most recently updated closed PRs: 14

Stars over time

2025-03-05 · 142026-07-07 · 14

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/kisungyou/covtools on 2026-10-18.

Continuous integration (1)

Travis CI (config file)

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Installing CovTools adds 49 packages (27 with compiled code, 40 MB of source tarballs). Heaviest: bslib 5.6 MB, igraph 4.8 MB, rgl 4.0 MB.

Depends (1)

R >= 2.14.0

Imports (13)

Rcpp shapes expm mvtnormstatsMatrixdoParallel foreachparallelpracma RdpackutilsSHT

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (3)

Kisung You

Author, Maintainer since 0.1.0 (2017)

Kyoungjae Lee

Author

Lizhen Lin

Contributor · added in 0.2.0

Releases (13)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.5.7Latest
record
2025-09-21 · current release · diff ↗
0.5.6
record
2025-09-22 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
0.5.4
record
2021-08-14 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
0.5.3
record
2019-11-26 · diff ↗
0.5.2
record
2019-08-29 · diff ↗ ·
added 3 exports
CovEst.2003LW, CovEst.2010OAS, CovEst.2010RBLW
R
R 3.6.0 released · 2019-04-26
0.5.1
record
2019-01-29 · diff ↗ ·
removed 7 exports
BayesTest1, CovTest1, CovTest2, DiagTest1, PreEst.banded1, PreEst.banded2, PreEst.banded3

added 10 exports
BCovTest1.mxPBF, BDiagTest1.mxPBF, CovTest1.2013Cai, CovTest1.2014Srivastava, CovTest2.2013Cai, DiagTest1.2011Cai, DiagTest1.2015Lan, PreEst.2014An, PreEst.2014Banerjee, PreEst.2017Lee
0.5.0
record
2018-09-14 · diff ↗ ·
added 2 exports
BayesTest1, DiagTest1
0.4.0
record
2018-09-01 · diff ↗

Show 7 earlier eventsHide 7 earlier events

0.3.1
record
2018-05-20 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.3.0
record
2018-02-18 · diff ↗ ·
removed 4 exports
CovEst, CovEst.auto, PreEst, PreEst.auto

added 9 exports
CovEst.adaptive, CovEst.hard, CovEst.hardPD, CovEst.nearPD, CovEst.soft, PreEst.banded1, PreEst.banded2, PreEst.banded3, PreEst.glasso
0.2.1
record
2017-11-16 · diff ↗
0.2.0
record
2017-11-08 · diff ↗ ·
added 4 exports
CovEst, CovEst.auto, PreEst, PreEst.auto
0.1.0
record
2017-10-16
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-10-16
Total releases: 13 / 9 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 2.14.0
Download size: 108 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CovTools")

Format

You, K., Lee, K., & Lin, L. (2026). CovTools: Statistical Tools for Covariance Analysis (Version 0.5.7) [Computer software]. https://doi.org/10.32614/CRAN.package.CovTools

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CovTools version 0.5.7 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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