r-equalcovs
Tests the equality of two covariance matrices, used in paper "Two sample tests for high dimensional covariance matrices." Li and Chen (2012) <arXiv:1206.0917>.
Tests the equality of two covariance matrices, used in paper "Two sample tests for high dimensional covariance matrices." Li and Chen (2012) <arXiv:1206.0917>.
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Summary
Tests the equality of two covariance matrices, used in paper "Two sample tests for high dimensional covariance matrices." Li and Chen (2012) <arXiv:1206.0917>.
Last Updated
Mar 11, 2020 at 20:10
License
GPL-2
Total Downloads
306
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