R: Testing the Independence of Variables for Specific Covariance Structures

# Testing the Independence of Variables for Specific Covariance Structures

## Documentation for package ‘TestIndVars’ version 0.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

covMatAR | Generate a covariance matrix with Autoregressive (AR) structure.
covMatC | Generate a covariance matrix with Circular (C) structure.
covMatCS | Generate a covariance matrix with equivariance-equicorrelation or compound symmetry structure.
indTest | Complete Independent Test
lrTest | Likelihood Ratio Test for Covariance Matrix
schottTest | Schott's Test for testing independency