Covariance Matrix Tests
Covariance Matrix Testing Functions
Test Wrapper for Homogeneity of Covariance Matrices
Tests for Homogeneity of Covariance Matrices
Paste Wrapper
Test Wrapper for Structure of a Covariance Matrices
Tests for Structure of Covariance Matrices
Trace of Matrix
Testing functions for Covariance Matrices. These tests include high-dimension homogeneity of covariance matrix testing described by Schott (2007) <doi:10.1016/j.csda.2007.03.004> and high-dimensional one-sample tests of covariance matrix structure described by Fisher, et al. (2010) <doi:10.1016/j.jmva.2010.07.004>. Covariance matrix tests use C++ to speed performance and allow larger data sets.