CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures

A compilation of tests for hypotheses regarding covariance and correlation matrices for one or more groups. The hypothesis can be specified through a corresponding hypothesis matrix and a vector or by choosing one of the basic hypotheses, while for the structure test, only the latter works. Thereby Monte-Carlo and Bootstrap-techniques are used, and the respective method must be chosen, and the functions provide p-values and mostly also estimators of calculated covariance matrices of test statistics. For more details on the methodology, see Sattler et al. (2022) <doi:10.1016/j.jspi.2021.12.001>, Sattler and Pauly (2024) <doi:10.1007/s11749-023-00906-6>, and Sattler and Dobler (2025) <doi:10.48550/arXiv.2310.11799>.

Version: 1.0.0
Imports: MANOVA.RM, matrixcalc
Suggests: testthat (≥ 3.0.0)
Published: 2025-06-06
DOI: 10.32614/CRAN.package.CovCorTest
Author: Paavo Sattler ORCID iD [aut], Svenja Jedhoff ORCID iD [cre, aut], Markus Pauly ORCID iD [ctb], Arne C Bathke ORCID iD [ctb], Dennis Dobler ORCID iD [ctb]
Maintainer: Svenja Jedhoff <jedhoff at statistik.tu-dortmund.de>
BugReports: https://github.com/sjedhoff/CovCorTest/issues
License: GPL (≥ 3)
URL: https://github.com/sjedhoff/CovCorTest
NeedsCompilation: no
Materials: README
CRAN checks: CovCorTest results

Documentation:

Reference manual: CovCorTest.pdf

Downloads:

Package source: CovCorTest_1.0.0.tar.gz
Windows binaries: r-devel: not available, r-release: CovCorTest_1.0.0.zip, r-oldrel: not available
macOS binaries: r-release (arm64): CovCorTest_1.0.0.tgz, r-oldrel (arm64): CovCorTest_1.0.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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